Easiest thing to do is to set up MAC Address filtering on your router.
Every network card has a unique MAC address and by turning on the filtering means that you only allow network cards that you specify to connect.
To find out the MAC address of your network card, open a DOS prompt (Start - Run - CMD) and then type IPCONFIG /ALL
You should see an entry like:
Physical Address. . . . . . . . . : 00-11-0A-A3-88-38 <obviously different for you>
You may see information for more than one network card (an onboard network card and a wireless one. Add both into your router config.
Take a look at your router manual on how to use this feature, or post the make/model here and I can help further.
MAC filtering is there so it's fine to use it and will keep out some folks. It's pretty much useless to anyone with a desire to get on your WLAN and the smallest bit of knowledge.
Encrypt your data. Bottom line. WPA is your best bet to secure your wireless network. Not securing your network with your available options is, for lack of a better term, ignorant. There is no discernible performance hit really. At least not for internet usage. Check your manual(s) for specifics about your hardware but it is fairly straight forward. WPA2 if your gear supports it. WPA if not, or WEP and MAC filtering if those are the only options available. As far as sending them a message? If they are running the messenger service (on windows anyway) then you can use net send and their IP from a command prompt.
Ex.. If their IP in your router's config page is 192.168.0.5 you'd open a dos prompt and type this at the prompt (Click Start, then Run. From the Run box type cmd and hit enter)
net send 192.168.0.5 Hey Assh*le. Your busted. My WLAN is a honeypot and you've been infected with about 300 worms/trojans/viruses. Enjoy.
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