You need to go into the router settings pages and change the password and also to make sure your Windows password is changed and made more secure.
Use the cable that came with your router to connect to your computer then go Start then Run in XP - or use the Windows key plus R in Vista and Windows 7, then type in the following into the Open box, including all the spaces:-
cmd /k ipconfig /all
then press Enter and from the black form that shows up, take a note of the numeric code beside the Default Gateway icon - something like 192.168.0.1.
Type exit to close the black form.
Open Internet Explorer and enter that code into the URL address bar as though it was a website. You're then at the login page to the router's settings utility and admin will usually be the login with either admin or password as the password but your router's instruction manual will help you there.
If you're in, seek out Wireless and then Security and change the key to one at the WPA/PSK 2 security level. Change the SSID or Network name to something different and then tick the box to Hide SSID so no-one knows you have a network - it does help.
In the computer, change passwords on all User Accounts with Administrative permissions and make them complex - use a mixture of upper and lower case and throw in some numbers.