Mac Pro :: Password Protect Internet Access To Avoid Others To Connect To Internet?

currently I connect to the internet by doing this: Go to System Preferences / Network. Then I select my internet provider name on the left pane and finally click on the Connect button. That's all. This internet profile has a PPoE service name, an account name and a password. My internet connection uses a cable DLink router (it's not wireless). 

Question: 

1) Does the password I mentioned above mean that my neighbors can't access my internet, or are they able to do that and, in this case, I need to set another password somewhere else? 

2) If I need another password, how and where do I set it,

Info:
Mac Book Pro, Mac OS X (10.6.6)