I think my new neighbors are stealing my WiFi?

[!!!]

These new neighbors live right across the street from me and just recently found something out.

Few weeks ago I notice this teenager (which is my new neighbor) stand in the middle of the street or sitting on the side walk next to my house with his phone out. I would always wonder why the hell he always do that. Then it has finally hit me that he may be using my WiFi.

For that, I unplugged the power to the internet box and I looked out my window to see what he does when my internet is "off". About a minute later he goes back into his house.

I tried this for a few days when I would see him stand outside near my home and I am now convinced that my neighbor is stealing my WiFi. I say this because he would always go back into his house when I unplugged the internet.

What should I do?

[wizjp]

Password protect it. IF someone can reach it, you should be anyway.

[BBQ Dragon]

password protect the router/modem or turn of the 'wireless' transmission.

[Menace]

Secure your wireless with a password. Find the manual for your wireless device and figure out how to set the wireless password. If you are connecting wirelessly, it will ask you for your wireless password. Enter it, and make sure you save it.

[CJ]

Definitely secure your wifi with a password. If you're unsure how to do this, simply go to CMD and type "ipconfig" and hit enter. Find your IP address (Default Gateway) and type it into your browser. That should take you to your router's admin page. If you need a password, just Google it and find the default login/pw (if you haven't secured your network, chances are it still has the default admin/password). From there you should be able to not only set a password, but also see which devices are connecting (meaning you can check it next time the neighbor is standing outside near your home to see if he is indeed connecting).

[doug v]

Not only should you set a password if you haven't, but you can also turn off the SSID (Service Set IDentification - the network's name). By doing so it will be much harder for him to find your wi-fi. In effect this makes your signal seem to disappear, but once your own devices know it's there they will still be able to connect, but anybody looking for it won't "see" it. Of course you'll have to turn it back on to connect a new device yourself, and this is not strong security, as there are "sniffer" devices available that can find hidden SSIDs, but this kid doesn't sound too sophisticated from your description.
Here is more information abut how to do that (and change/enable your wi-fi password):

http://compnetworking.about.com/cs/wirel...idcast.htm
http://www.wikihow.com/Change-Your-Wi-Fi-Password

These instructions should be of more help than just "set a password".
And while you're in the router setup pages do make sure you're using WPA2 encryption instead of WEP - WEP was strong enough a decade ago but is too easily hacked now. Anything can be hacked, but WPA2 is much stronger encryption.
There are many more articles like the above if you still need help - just do a search for [how to set wi-fi password], [how to log into wi-fi setup], [how to disable ssid], etc.
And as other answer suggested, many routers have a log of IP addresses that have been using the router, so you can see who's been on it besides you and your devices.
Hope this is more help than what you had before... Good luck!