Hello yny!
Keeping freeloaders off your WiFi is a simple matter of making sure you've implemented proper (strong) security. If you have WEP encryption on your router, that's the "weakest" protection because it uses a simple password.
WPA/WPA2 encryption is more secure, and much harder for casual hackers to break. I suspect your neighbor isn't even a casual hacker, right? If so, your neighbor shouldn't be able to access your WiFi, unless your password has been compromised.
If you're not sure if your neighbor is freeloading or not, it's a simple matter of changing your password--at the minimum.
What you should/need to do is logon to your router and check what security protocol your using to secure your router. You can then either change your password or, if you're using WEP, change the encryption to WPA/WPA2.
To do this, consult your router's manual (either the printed version or look up the manual online by router brand and model number). You're going to need the administrator logon and password. Whomever setup your router should have written this down somewhere--either in the manual or (if your ISP installer did it), they usually write it on the router itself.
If you do not know, have lost, or otherwise forgotten your administrator logon, you're going to have to reset your router to factory condition and reconfigure it and implement WPA/WPA2 security. Again--your router's manual will be able to direct you on how to do this.
I really doubt you'll need to do more than implment WPA/WPA2 encryption on your router. You could also implement MAC filtering (which limits the MAC addresses allowed to access your WiFi, even with the encryption key). However--MAC filtering would be a bit much for your needs.
Anyways, hope that helps, and good luck!