It depends on how your Windows is set up so it's hard to describe, but look for an option associated with your network connection titled 'View Wireless Networks'. See what it says about yours, it might show a padlock or it might say 'secure connection'. Mine says secure.
If it says 'unsecured wireless network', that's not good. Another possibility is that your PC has wandered over onto someone else's wireless broadband and their's is not secure. I was using wireless BB in a hotel for an evening lately, this is where the Xbox first appeared.
Either way, if you're on an insecure wireless network, your computer's soul is in mortal danger. All kinds of bad things can happen. Pray that your firewall is working. Worse - I don't think I have a firewall, I use Norton AV, not sure if this is also a firewall