Can someone connect with my wireless card?

I have a Verizon wireless card I used with a laptop. The laptop died so I connected it to my desktop which is running Windows XP. Works very well for connecting to broadband, however lately it doesn't disconnect quickly. Today when I tried to turn the device off I got a message stating 6 other users were online and if I disconnected the device they would lose their connection to the internet..Did I want to continue. Of course I did! This is the only computer in my house and no one else is supposed to use my connection. My question is how did they get there and is there a way for me to protect my system from this happening again?

 

Are you using a standard wireless card or are you using a Air Card. If it's a standard wireless card or wireless usb adapter then you need to go into your router settings and enable you wep or wap security.

 

The salesman called it an air card and it connects to my pc through one of the usb slots. The settings are all for WWAN or Wi-Fi although I don't use it for Wi-Fi since my desktop is only what it is used on.