I find that if I use WEP as noted in the manuals with the products I don't get that message.
I also enable MAC filtering so only the machines I have will connect to my WAP.
More reading at http://www.microsoft.com/downloads/details.aspx?FamilyID=67fdeb48-74ec-4ee8-a650-334bb8ec38a9&DisplayLang=en
I just got a Sony Vaio S260P (runs on XP Pro) and a LINKSYS WRT54G Wireless-G Broadband Router. I can get on the internet wirelessly now, but my computer says the connection isn't secure. Is there a way I can secure this connection? This is my first laptop and obviously my first wireless experience and I'm not a "computer person", but I feel pretty sure there must be a way to secure (encrypt?) I don't know, do something so that my wireless connection can't be picked up by just anyone. I've followed all of the instructions and I still can't make sense of it. Any help would be greatly appreciated.