If you double click the connection icon in the taskbar,this should show availble networks...this should say if secure or not...something like Security enabled.
From a host computer connected via ethernet,check the routers security page...as mentioned above be Ened.
Im on a Vista machine as we speak,but you can check this also from there without going into the router.
Start /Control Panel / Network and Internet / View network status and tasks / View status / Wireless properties / Security..... this will have an encrypted key and tell you would means of protection you have setup (if any) such as wep/wpa/wpa2 etc
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