WLAN security concerns

Hi group,

I just set up a home wireless network (first time) and in the process some security questions came up.

I am using a 2wire gateway provided by AT&T. It has a firewall internal, and all 3 of my machines have windows firewall functional. In order to make the wireless connection, I was required to enter the Passkey number from the gateway, but I was given the choice to connect to 2 other networks which I assume belonged to neighbors. The signals were weak, but I tried one and was able to piggyback to the 'net with no problem. My question is, how do I know that the neighbors are not able to connect to my network? Should I care? Would they be able to hack into my machines, and if so what should I do about it?

Dave T.