A neat feature of Windows XP is that it notices when you insert a wireless LAN (WLAN) card for the first time, and prompts you to remind you that out of the box, it's insecure and you should set a key pair between the card and the access point.
Bear in mind, though, that XP is the first Windows incarnation to do this - if you're with Windows 98/2000, you won't be prompted.
So make sure you turn the security options on, regardless of whether you're running a version of Windows that will prompt you!
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