Open a web browser like internet explorer or Netscape. Enter the ip address of your router in the address bar of your browser. In the picture above the address bar has http://www.google.com in it. Just replace all of that with the ip address of your router. By default the ip address should be set to 192.168.1.1.
You should see a box prompting you for your password. Enter your password now. By default your password is admin. Click the Log in button to log in to your router.
Click the Firewall link near the left side of the page.
Click the PCs Privileges link near the top of the page.
Click the New button near the right side of the page.
And that is it! You are done!