"Do I need to go to the router setup page on my PC first and make the change to WPA in order for it to work properly? I was under the impression any changes made to the router setup page would need to be done on the wired PC, so that's what I do it that way. Any suggestions?"

Yes. Just a few comments. First it does not affect the wired connection. Some wifi clients (your laptop, other devices) may not work proper with all settings. There is no web page for you to consult here. You try and test it.

Bob