First and foremost, you need to set a password on your wireless router. With no password in place, anyone that can pick up the signal from your router can access your network. At a minimum, they can get free Internet access from you. If you have any folders shared on any PCs in your wireless network, someone could easily access them, too. There is no reason why you should not password protect your wireless network. None!
Your router should give you the option of using WPA (Wireless Protected Access) or WEP (Wireless Encryption Protocol) security. WPA is better and newer than WEP, but either one is better than nothing. When setting a password, make sure you use something strong, meaning that it contains letters and numbers in random sequence that somebody could not guess easily. Don’t use your full name, street name, or anything very obvious.