I have my router setup like the following an i never have any other computers/users connect to my network without me knowing about it or making changes to allow them to connect.
1st: Setup your router with a WPA2 key.
2nd: There should be an option for hiding you SSID(Your wireless network) ... disable that feature. Your network will still be available, but you will have to manually connect the first time.
If you wanted to be more secure, there should be an option to ONLY allow specific MAC address'
I can give you step by step if you get me the make and model for your router.