Don't think you have to worry too much about it once you've got WEP setup at least.
Is it easy to setup WPA? That depends on how well your router's manual instructions.(Sorry, don't know much about your router) And also you've to make sure all your hardwares and softwares are up to date.
To tell whether anyone else on my network without my permission(which I very much doubt it), I normally check the wireless LED on the router to see if it's still blinking with all my PCs turned off or look into the router's web page for IP addresses. Wait for other more technically minded member to tell you more.