Two steps for the way I did it.
1. Setup your DIR-825 to have a wifi network with encryption (suggest you use WPA-personal).
2. Use Airport on your Mac to choose the new network and security type (System Preferences|Network, choose Airport on left and then select your new network from the pulldown list on right, choose security type and enter password (ex., network name and password if using WPA Personal).
You're in!