A very common, and bad, practice people have is setting up and using their wireless router with no password on it. This is very dangerous because anyone in range of your router could connect to and use any shared resources you have such as printers and files.

While you could put a password or security on each of the individual resources, it makes much more sense to password protect connection to your router. This article on PC Mech gives some very good information on what should be done to implement security on your wireless router.

If you do not want to put a password on your router, at the very least you should limit the number of IP’s assigned by your router to match the number of machines you have in your house. This way the router will not have any room to assign connection to a new device.