How do I secure my internet so third parties cannot access it?

If you use a wired Internet connection through an ethernet cable, a third party would have to be plugged into your router to use the Internet through your service. If you are connected via wireless, the setup program for your wireless device will have a password protection option that prevents anybody from connecting to the service via wireless without the password.

To be clear, a wireless device that doesn't use the password option isn't leaving the files on your machine exposed, it just allows third party Internet access through your connection. The security for your computer is controlled by the firewall and security settings on your drives, files and folders.