Wireless networks can extend outside the home, so if left unsecured they could be used by neighbours or other people who want to use your internet connection for free. It's easy to prevent this, though. Ensure that any wireless networks are protected using one of the two common security systems: Wep or WPA. These must be enabled on your router.
Some routers can also restrict access to a list of computers if provided with their network MAC addresses. This is a useful method in addition to encryption, but should not be used on its own.