When you first buy a router it will have a default router password and username. While the usernames and passwords aren't the same for all routers out of the box one router brand usually has the same default router password for all its models.
The first thing you should do after setting the network up is changing the default router password. If you don't do this anyone who has access to the router either wireless or wired can go into your router and possibly they can even collect usernames and passwords on your network.
When you go to that address and provided that you used the correct one for your router you will most likely see a prompt that requests your username and default router password. The default password for your specific router will probably be in the manual but if you don't have the manual you can try admin, root or Administrator as the username and admin, 1234 as the password. It is also common that you don't have to enter anything, just click OK.
After you've logged in go to the Administrator panel and you will probably have a field somewhere that allows you to change your password. If you don't see it at first look around it has to be somewhere. IF you can't find it refer to your router's manual or if you don't have the manual at hand but have internet access you can just Google for the model of your router with manual behind it - for example: Linksys BEFW11S4 manual.