to find your ip, you can use the command line in windows...
first, start, then run, then type cmd.
in the command line window type ipconfig. this will give you a lot of info including your local ip, usually 192.168.0.2 (or some such), but will also give you the local gateway, 192.168.0.1 (or some such also). this is only your local address and the address of your router or modem. however, it may have your gateway in there too, but usually this is not the same as you isp ip. to find that, if you really need it, go to www.whatsmyip.net.
as for making it private, first go to the router gui using any brower and inputting the address you found in the ipconfig window into the address bar. this should take you to the user interface ot the router. find security and first set a password.
then find the lan configuratin page and wireless page. you can set filters for both address ranges, mac filters (not mac computers) and reservation of addresses there. also, you can set the encryption and the key, but be sure you know what the key is as if you don't, you will have to connect w/ a cable to check/change it. all iof this should be in your manual.