Wireless Network Watcher is a free, simple program for Windows XP and above that can take a quick look at the computers and devices connected to your home network. Fire it up and make sure there's no one on your Wi-Fi network who shouldn't be there. If you do find a squatter, a password change on your router should be enough to thwart them.
Once you've downloaded and installed the application from the Nirsoft site, you're ready to go -- there are no setup screens to wade through or configure. Launch the program executable to see all of the devices currently connected up to your router, which will itself appear at the top of the list.
Some detective work may be required to work out what's what. The IP and MAC addresses are the identifiers used by your network hardware to recognise each device, but they won't be much use to you right off the bat. Of more interest are the Device Name, Device Information, and User Text fields that should give you some idea about which laptops, tablets and mobile phones are connected.
If these three fields offer nothing of value, look at the Network Adaptor Company column -- this may or may not show the manufacturer of the device in question (it should list the manufacturer of the device's network adaptor, but that doesn't always match up). If you need more clues, turn the devices you know about off and on, running a scan each time -- the First Detected On, Detection Count and Active columns should help you identify each one.
Wireless Network Watcher can't kick devices off for you, so you'll need to delve into your router's dashboard to make changes if you see something suspicious. Setting a new password is a good start if you want to ban unwelcome guests, and many routers will also let you add devices one by one rather than opening the network to any piece of kit that comes along with the correct credentials. Blocking devices by MAC address, again from the router, is also an option.
If you're passworded-up chances are there aren't any interlopers on your local network, but it never hurts to check. And of course, if you want to get to know which of your neighbours are keen to mooch you could always turn off that password for a little and see who turns up to the party.