Here's a primer on security on a home wireless (aka "WiFi") network:

http://www.wi-fi.org/knowledge_center/security/

If you can read and learn as much as possible from those "white papers", it will really help speed your understanding of wireless network security. All of DG's suggestions are valid, and I'll add one more: create a SSID name on your access point.

If you tell us what make & model of wireless access point (aka "wireless router" or "wireless hub") you're using, that would go a long way towards specific suggestions for your networking gear.

The important thing to remember about WiFi is that it is easy for someone to discover that you have it at all. Once they've done that by sniffing for a wireless router signal while driving by, then they can start trying to compromise your network "because it is there."

A note on MAC filtering: MAC (or "hardware") Ethernet addresses can be changed by any decent programmer on a system where he/she has access to the device driver. So MAC filtering will deny the fairly lame attempts at hijacking your network, but it won't deny all attackers.

For all people, here's a compilation of fairly interesting WiFi security links:

http://www.wardrive.net/security/links