WEP and WPA are security passwords that you put onto your wireless network. WPA is more secure than WEP. To make the change, you need to log into your wireless router. Instructions should be in the router's user manual. If you don't have the manual, you can most likely find it on-line.
Note: Making the change will affect every other device you have connected to your wireless network. The password has to be change in each of them also. Otherwise they won't be able to connect to the Internet using your wireless network.