Hi,
You have to determine what wireless security you are setting up. Refer to the forum stickie about obtaining 300 Mbps speeds.
Secondarily, and probably not the issue is that maybe your neighbor has somehow put a key logger on your pc and is able to read your security passphrase(s); I know this is not likely the situation, but who knows these days.
Are you using a wireless printer perhaps ? The device youy are seeing may well be something normal but it is not obvious....