Your router should (mine does) show the ip addresses of whos logged on at that time you check it. Also, as I have it set to serve out ip addresses, I can see the details of ip leases obtained within the last 2 days - including the computer name of the pc.
If you are concerned that your network is compromised, do what car said and apply MAC address filtering (something i also do) - allowing only the MAC addresses of pcs known to you - access the network.
The other thing would be to change wireless settings - switching from WEP encryption to WPA PSK (assuming it supports this standard). Whilst both can be cracked, it takes a considerable amount of time to crack WPA. Anyone could crack WEP - and often in 10 minutes (i've done it myself ...hasten to add only for my own interest in finding out how difficult it would be and it most certainly wasnt difficult).
Also, its no harm to change router settings so that your wireless network is hidden ie. shouldnt show up when others scan for networks within their range...