I have a Linksys router as well and I noticed that I was picking up another Linksys signal from one of my neighbors. They had absolutely no security to speak of. Not even a connection password, I could have just clicked connect and logged on through them.

Luckily it only goes one way...I'm protected.

I suggest you set up a password to protect your network so that way you'll be safer - but you can check your connection program to see if anyone else in the area is using Linksys as well.