It's perfectly safe to change the SSID, WEP and config password. Just remember if you ever factory reset (Holding 1 while you reconnect the power) then it will return to the default settings.
The livebox automatically uses MAC filtering for wireless connections.
Turn it off if you like however try not to turn it off in the middle of a firmware update (usually every 3 months or so).
If someone is using a wireless connection through your livebox then they would have to know the WEP key and be paired with it. Associated devices will list their MAC address, if that ever did happen you'd just need to change the WEP key and remove them from the list.
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