Most of us are willing to connect to wireless networks at cafe's and airports. The problem is that we don't really know who we are connecting to. Let's first make it clear that this is a highly undesirable situation. Think of your favorite malicious hacker. Now, ask yourself if you would plug your laptop into his/her personal network, and surf the web via his/her router. OK, the answer is pretty clear... The easiest thing to say is that you should only use your wireless at home and at work. However, this isn't very realistic for most of us. (I would hope that users with highly sensitive information on their laptops would take greater care, but for most of us, this isn't going to happen. The "need" to be connected is just too great!) In any case, there are a few things that you can do that are of little bother and can significantly help you.
Typically, every time you connect to a wireless network, the network name is stored by your machine. You can view the networks that you have connected to by clicking on "Wireless Network Connection", going to "Advanced Settings" and then clicking on the "Wireless Networks" tabs in the dialog that opens. Most of these networks will be labeled "Automatic" meaning that next time you get in their range, you will be automatically connected. However, the only thing that your machine checks is the network name. So, if your home network is "home" or "default" (which is the case for a very high percentage of users), then anytime someone sets up a wireless router with that name, your computer will automatically connect to it without asking you. (Needless to say, the same is also true of tmobile and other popular names.) This is a really easy attack and it yields very high success. So, what can you do?
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Turn off your wireless network when you don't need it (my laptop has an external button to do this). This will also save you battery power.
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Erase wireless networks that you connected to in the past and don't need anymore. (You can erase the network that you used at a hotel after you leave.)
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Don't use a generic name for the wireless network that you have at home (change it to something specific for you).
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Require authentication on your network at home (preferably WPA-AES), and use a long key (you don't need to remember it anyway). This will prevent your computer connecting to another router with the same name (because the other router won't know your encryption key).
This doesn't fully protect you, but it greatly reduces the risk, and it's easy to do as well!