The utility allows you to manage WiFi interface. To assign a password to your wireless connection, you need to log in to the router by typing its configuration IP address (usually it's 192.168.0.1 192.168.1.1 but you can check it by going to Start > Run > type cmd /k ipconfig /all, locate the Gateway and that's the IP to use). Log in to the administration interface then go to Wireless > Wireless Security and you can change or assign a new password.
