Set it not to broadcast the SSID ( which is the default), in addition to changing it to something other than the default SSID name.
It won't stop someone with Kismet or the like, but will stop "baby" wardrivers !
Be sure to use WAP and not WEP, although it's not that Mac friendly, but if your on a PC it's a doddle to setup.
WEP is now trivial to hack, and can be done in some minutes, it was "hard" to crack, took ages! About 20 minutes to an hour or so, depending, it was never secure from the start and is now nothing more than a joke !
Only use WAP, it's still pretty bullet proof.
By changing the default SSID ( Service Set IDentifier) it's harder to know what make wireless router it is, by not broadcasting the SSID, active sniffers like Net Stumbler will not see it.
Passive apps like Kismet will still see it, but at least if you change it from the default it wont show up as a "linksys" or whatever. Which is good.
It's still possible to find out the make using the MAC ( Machine Access Code ) address, which is broadcast, and on some routers you could possibly change this, however at this stage your have eliminated the vast majority of potential hackers as your more trouble than it's worth!!!
They will simply move on to the idiot with open WiFi next door.
Which, ironically is me ! Mine is wide open......