So what happens after I get a WiFi router...?

Best Buy is WAY over priced. See the eBay link I posted in your other question.

If you're insisting on buying locally, go to Walmart. They won't rip you off as much as Best Buy does.

One you connect the router, it's really easy to secure your system. Simply go the the web GUI management of the router. Depending on the brand of router, it could either be http://192.168.0.1/ or http://192.168.1.1/

Once there, go to something resembling Wireless Security, and set it to be in any of the WPA modes (I'd recommend WPA2 Personal Pre-Shared Key with AES). Type in a password for the WPA. Then, on your iPod, try connecting to your network. When it prompts you for the password... enter the same thing.

See below for more detailed instructions:

Most of the routers would come with a manual. You could always contact your ISP and they can send someone out to your home to set it up for you. Usually you have to get your IP or router address and type it into your address bar, once you get to the site, they will have router and network connection settings on there for you to prepare, if your ISP is Bell, for example.

We dumped Linksys after 2 years of GRIEF.

We set up my Apple Airport Express. We have never lost the connection (Linksys was horrible)

Apple will walk you through setting up the WIFi network.

I did 11 in 50 minutes. It was so easy. Apple has free Video Tutorials, too. (FREE)

Setup the wireless key for your router, BTW, you default password for your router can be admin, connect with the 192.168.1.1 in the Firefox or IE. 99% chance you will access the config page.

it will come with a manual.