It's best to disable the wifi if you're not using it. If you haven't changed the settings from factory then anyone could access it (all sky router/modems have the same key, etc.).
If you go to the modem's configuration page (I had to type 192.168.1.1 into the address bar in the web browser - yours may be different) and go to the wireless section and disable the option that says "Wireless Access Point" or something similar. That should stop anyone accessing your broadband.
The problem with wifi in my area is that there's so many people using it that I get a lot of interference. When I click connect to network I get nearly 20 different options! I've since gone back to ethernet as it's more secure, more reliable and a lot faster (when you run Gigabit anyway).