so even without MAC filtering it isn't possible to connect to WPA2 networks without the key?
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Theoretically, while older systems like WEP are regarded as simple to penetrate WPA2 is safe.
In all this the main concern is who, not what. Penetrating WEP isn't something you or I would choose to spend our time doing -- so you can assume that in the small area of your average neighbourhood viably covered by your wifi signal you mainly need a security system that stops anyone blundering onto your system by accident or through casual curiosity.
Interestingly, while trying to set up a spare router I logged into a neighbour's system which had WPA2. I was momentarily puzzled to be welcomed by the setup screens of a different brand of router to the one I thought I was addressing.
I won't elaborate in order to avoid tipping off hackers but I was able to recreate the scenario later with some trying. So I know the how but remain puzzled at why. The issue seems to relate to a router from a known brand, but probably only one model and possibly only a variant supplied by an ISP in the UK.