Making your client stay home
Fortunately there are two things you can do to keep your wireless clients on their own network. The first is to change your SSID from its default value and one not used by nearby WLANs. Choose something unique and which doesn't divulge your name or location. Using only letters, numbers, underscores and no spaces should give you plenty of options for the SSID name.
TIP: Referring back to Figure 4, some APs allow you to set an "AP Name", which has nothing to do with its SSID, but is used to tell multiple APs apart for management purposes. So make sure you change your APs SSID (sometimes called ESSID).
The second step - if you're using WinXP - is to clear the Preferred Network list and make sure connection to non-preferred networks is disabled. You'll find the icon for your wireless adapter in the Network Connections window (Start > Settings > Network Connections). Right-clicking on the icon and selecting Properties should bring up a window similar to Figure 7.
Figure 7: Too many "Preferred" networks
The upper portion of the window lists Available, i.e. currently detected, wireless networks while the lower section lists Preferred networks. Simply delete every network except yours by selecting them and clicking the Remove button. Then click the Advanced button to bring up that window, and make yours look like Figure 8.
Figure 8: Advanced Wireless Network Properties
This will prevent your card from trying to connect to Ad-Hoc networks (in the unlikely event that any are around), but more importantly prevent automatic connection to any new wireless LANs that appear in your neighborhood.
If you're not running WinXP or use your wireless adapter's client utility instead, check it to see if has a similar "preferred network" capability, and perform a similar clean-out if possible. Some utilities use "connection profiles", which store all the settings for connecting to a particular WLAN and require you to manually switch among them. You shouldn't have to perform a "clean-out" in this case, but you may need to delete unwanted profiles if your client utility automatically creates them when it detects new networks and automatically switches among them.