avery you need to configure your router to avoid having people using your internet conection:
please provide the model and maker of your router and I can walk you through a desirable configuration. or if you want to try it yourself check on your router's manual as usually there will be instructions on what you need to do...
for you to have a general idea i suggest your read the following article that explains common things you need to set up like:
1. change the default SSID (the network name or name of your router/access point)
2. hide your ssid (so only you know the name and set up the computers you want manually to use it)
3. a network key/passphrase: so in order for other computer to join your network a key/passphrase or password is provided first
4. encryption: so your neigbors don't decipher what you're transmitting wirelessly.
5. configure your computer to access your wireless network after configure your router with the configuration you set.
if you have any questions post back and make sure to note the router model and maker