Chuck is right of course. People can find ways of getting onto your wireless link if they really want to, but the chances are that nobody is really going to go to the trouble of doing so.
However, if you want to restrice access to your MAC address ...
Use your browser to connect to your router (on mine the address is
http://192.168.1.1) and log on to the router.
Down the left hand side of the page you'll see, under Advanced, an entry for Wireless Settings. Click on it.
On the page which is displayed there is an entry for Wireless Card Access List - click on the Setup Access List button.
Click in the box beside Turn Access Control On, then click the Add button.
You should see a list of available wireless cards displayed - there will probably only be one, which is your laptop. Click on the radio button beside it and the device name and MAC address fields below the list will be filled in for you. Finally click the Add button and then log out from the router.
If there is more than one card listed, in XP, use Stert, Run and then type cmd into the box. This will bring up a DOS like window. type "ipconfig /all" at the prompt (omit the quotes). Scroll the screen back up and look for and note the physical address (which will be in the form xx-xx-xx-xx-xx-xx where the xx is a number or letter).
Go back to that list of available cards and click in the radio box beside the one which shows a MAC address which matches the physical address you just noted down, then click the Add button and log out.