I'm guessing you believe someone is stealing your wireless based on the activity of lights on your router or modem. This is not a good indicator since your devices, your ISP, and several other things will cause the lights to flicker quite often.
With that said, if you live in a densely populated area and you don't have WPA/WPA2 security with a password, than someone probably is using your wireless connection.
Download the manual for your router and lock it down with a password.
If you don't want to mess with and are still concerned, find a local computer guy and they will come out to your house and set it up for somewhere in the neighborhood of $100.
Good luck.