Please help! Think someone is using my internet connection.?

[Subya]

I use a wireless router with my laptop (vista), both only a couple of months old. Tonight my internet connection is crawling, each page is taking ages to load. I have looked through all my wireless settings and found that in my DHCP Client Log (view information on clients currently linked to the router) there are two sets of numbers, one followed by my computers name and one followed by another (computer I'm guessing). Does this mean someone else is using my internet and if so how do I get rid of them? I have already changed my password but it still seems to be there. Also, when I go to 'my connections' and it lists all the wireless connections close by all of them except mine have 'security enabled', I have got a password to get to my wireless settings, is this something else?
I've just disconnected, restarted computer and switched the router off (and then back on) and now when I look they have gone. Sorry to be dumb but how do I put a network key on it?

[Sandy]

Put a stop to it by creating a network key locked on your wireless connection. It will be secured and no one can use it.

[fullerfyed]

You need to go and insert the cd that came with your router. Then you can create a network password that will make it so people have to enter the password to use your internet connection. Then go into wireless networks and click on the connection and type in the password.