There are a number of things you can d to prevent others logging on to your wireless network.
The first is to establish some encryption. The best is WPA-PK where you put the same string of letters and numbers in as a key (you must remember it) in each pc, which is used to encrypt each network packet.
If you can't use WPA then use WEP which is similar but less secure.
The second is to hide the SSID so that outsiders have much more difficulty finding your network.
The third is to limit the range of addresses issued by your router's DHCP server to the number that you yourself use (perhaps plus 1 or 2).
The fourth is to limit MAC addresses. Each network adapter has a unique MAC address and most routers will allow you to list those MAC addresses that it can connect to.
Lastly you can set your firewall to exclude any traffic outside your allocated DHCP range.
That should give you an idea of what you can do. There are probably others too.