log into your router\modem and see how many IP leases there are, there there are more leases than there is computers you have connected to the internet than somebody else is connected to you.
there are many other ways, but this is the one that works best for my modem\router.
make a WEP key to secure your network, if you dont know how im sure you can find a tutuorial via google, or call your ISP, they should tell you how