|Well, I've used quite a few linksys, and other brand name, soho routers and I've never used a setup wizard even once. It isn't necessary if you know what you're doing and have even a basic understanding of what you're doing.|
In fact, at work, we've been using the WRT54GL's as wireless access points pending our Enterprise Wireless project (in the works). I put Tomato, 3'd party firmware on them instead of the default Linksys firmware. It's worth noting, there are about 8 different 3'd party firmware's available for the 54G and 54GL routers. You can see a list of all of them at the bottom of the page I linked to above.
Anyhow, I set them up without using a wizard. To enable encryption, just enable WPA encryption and password protect the SSID.