Well, you could screw it down to a post imbeded in concrete. That would make it fairly secure ...
If, as I think you actually mean, you are referring to electronic security, that will vary in minor detail from one router to another. I set a new username and a fairly long password to keep others out of the ACP (Admin Control Panel). Since I have a wireless router, I also set it to only allow access through a list of allowable MAC addresses. If the modem trying to access the router doesn't have a MAC address on the list it isn't allowed access.
All good routers also offer varying levels of encryption. You should select one that works for your setup as, if you're really paranoid, there is also the possibility that the wireless communication between a modem and the router could be intercepted.
To get more information about your particular router you should visit the OEM website. Some are listed on the WikiPedia page about
wireless routers.