Start > Control Panel > Network and Sharing > Manage Wireless Networks

Scroll down to the name of the network you want. *Make sure it's a different name than the neighbor's(!)
Select the network and move it up on the list using the blue 'up' arrow so windows chooses that one first over the neighbor's.

You can try one more additional step. Right-click on the network on the above list and select 'properties'. Now check the box that says 'connect automatically when this network is in range'. Then hit 'OK'.