If you have set a WEP/WPA password on your wireless connection, it is extremely unlikely that someone else will be using (piggy-backing) your Internet connection.
If you haven't set a password, the symptoms of someone else using your connection are mainly a noticeable slow down of your connection.
To set a password you need to
Step 1 - Accessing the Setup Page
1. Using the computer hardwired in the router, launch Internet
Explorer.
2. On the address bar, type "http://192.168.1.1".
3. A login prompt will appear, leave the username blank and use "admin" for the password.
Step 2 - Changing Basic Wireless Settings
1. Click "Wireless" tab.
2. Change the SSID to any word that doesn't contain spaces.
3. Change the channel. Recommended values are 1, 6, and 11.
4. Leave the other settings to defaults.
5. Jot down SSID and the channel.
6. Click "Save settings" button.
Step 3 - Setting up Wireless Security
1. Click "Wireless Security" tab.
2. Set the security mode to WEP.
3. Type any word in the passphrase. Must not contain spaces.
4. Click "Generate".
5. Jot down key 1 and passphrase.
6. Click "Save settings" button.
That should make your connection secure.