You should really use the Spell Check feature nymph4. I can barely understand parts of your post, but here goes.
First of all how are you currently connected to the internet?
Dial-up modem, Cable, DSL, ADSL, etc...
But weather I connect to my Wi Fi Transmiter or to someone elses Wi Fi Transmitter can someone huck on to my connection to still information about me or things like that??
Yes someone could break into your wireless connection, just like everything else wireless isn't unbreakable. But you can make it hard to do by applying proper security.