You can do a couple of things to help.

Change you SSID name on the router from it's default name (NETGEAR, Lynksys, etc.) to something unique.

Turn off the broadcast notification.

Set up you router to only allow those PC's on it that you want.

Finally, as suggested above, change the default password.

Also, there is allot if info out there about setting up your wireless security.

Wireless Security