I'm sorry you found someone using your wireless network, but that's what this software was meant to find.
First off, don't panic.
You always want to double check that this isn't a computer you've just forgotten about. Perhaps you added a connection to a new game console, a kindle, or something else. Also, please remember that Who's On My Wifi detects connections, not computers. So a laptop with both a Wired connection and a Wireless connection to your network will appear twice on the scan, not just once for the 1 computer. And finally remember that the Wireless Router itself is also detected as a device.
But, if you're sure it's not a device you or someone in your family owns, then you now have some options.
The fastest, immediate option is to click the Block button to the left of the intruder in the software. This will block the intruder from using your internet, and will attempt to block them from almost all computers on your network. It can take up to about 30 seconds for the intruder to be blocked. Please only use this option as a short term solution however as it is not as secure as the methods listed below. It's just the fastest to implement.
Your next option would be to change the encryption key on your Wireless router. This way if someone knows your old encryption key, they would have to find the new one before accessing your network again. You would have to change the encryption key on your Wireless Router and also on the individual devices that connect to your Wireless so they can reconnect.
You may also consider upgrading your Wireless encryption method from WEP to WPA2 if it is not currently set to use WPA2. If you are using an older router that does not offer WPA2, you may want to consider upgrading your Wireless Router.