Do you mean a wireless signal? If so, then you can probably stop it easily.
First of all, make sure to have WEP encryption on, and SSID broadcast OFF. You could even change your EXISTING wep and that would boot whoever is on, off.
To see if someone IS on though, you can look around in your routers setup page under DHCP table or something similar. Just search around your options.
If you are talking about a wired connection with no router though, i wouldnt worry.