Janell,
It is actually quite simple. You do not have to do anything else that selecting a stack configuration with security.
ZigBee 2006 stack profile 1 utilizes what is called network layer security, where the all packets after joining a network will be encrypted.
Please study the ZigBee specification and the stack profile 1 specification for details.
If you use a protocol analyzer you will see that the packets are now encrypted.
Br,
Mads