Well forgive me if I am wrong, but is what you are looking for not called a firewall?
Even something as simple as the default ufw is configured to do what you are asking for - by default.
It is already installed so just enable it with
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sudo ufw enable
If that isn't correct and you definitely need a password then I would suggest you connect to your router (usually from your browser) and have a look through the settings in there, you will be able to password protect wireless that way if it hasn't already been done. In my router it is under Wireless Settings>Security Options. Of course if you change or add a password there you will have to give that password to the network manager when you try to reconnect so don't lose or forget it.
Fujitsu Lifebook AH532 Laptop. Intel i5 processor, 6Gb ram, Intel HD3000 graphics, Intel Audio/wifi. Realtek RTL8111/8168B Ethernet.Ubuntu12.10 (Unity), Mint14 (Cinnamon), Manjaro (Xfce).