If you are using a wireless router, you better setup a WEP key and protect all your wireless computers with it. Refer to the router manual on how to do it. They usually have very clear, step by step instructions.
There are tools available which will identify all clients on your network. Some routers have this function. Check in your router admin section for a list of active IPs, then make sure you can account for all of them.
If you want to be pretty dang sure that noone is stealing your wireless connection, I'd configure MAC Address filtering. Any "wardriver" would rather move on to the next network instead of trying to clone a MAC address and then crack your WEP.