WEP encryption, WPA security and MAC filtering you have probably read about, if not then these will help secure your wireless connection.
here's a lengthy write-up from Fred Langa, and this guy knows his beans (knows what he's talking about).
http://www.informationweek.com/840/langa.htm
me....i'm ok with the wired world, i brought a kit from Best Buy everything was in it (i think it was a 200 ft. roll of cat5, the cable ends, the tool to put the ends on & i learned a great deal about networking. maybe a small headache to run the cable, but well worth the tylenol or the time to run them yourself. as your finding out...it's about security and those who want to moch off of others.