How do you secure a wireless internet connection?

If you have access to the actual router look on the back or bottom and get the default login and password. Then find out the ip address of your computer while connected to the router. Type the ip address into your browser window, this should take you to the router's login page. Login using the default login and look at the connections being made to the router. Everything that's connected should be easily identified as one of your devices, if its not yours someone's leeching. You can stop this by either limiting their speed (f with their head a bit till they give up using your internet), changing/adding a password to connect to your internet (wep/wpa key, has to be entered on every device to connect to the router), or lock out any additional devices from using the router (pain in the ass).