This is one area ive never gotten into, so im VERY new to it, always been into the hardware and software side of things but its time to setup a wireless network and I think I need a bit of help

as i said i know barely a thing, I know i need a wireless router for my adsl2 modem and wireless receivers, firstly, the network will not just need to be for inside the house, the shed will also need to be connected, there are no phone lines in there, will a decent strength signal reach about (to be safe) 20m? If not is there a way around it?
and about encryption and passwords, how are they set? and do certain routers have more protection than others? a neighbour has an unprotected network that is constantly getting used.
this website
MSY BUT READABLE (also trojan free) - Category display - Routers has all the routers I will consider buying as that store has VERY good prices and a good guarantee.
Is there anything else i should consider?