What does it mean when a router is trying to use my wireless home server?

Is that a hacker? We've already had major problems with our checking account last week-- someone stole my checkcard/Visa number and has used it to spend $2000 out of our checking account. We've closed the accound and frozen our check cards. We have really good protection software on the computer, and it keeps picking up that someone with a router is trying to access our network. I've blocked the intruder, but they keep trying... We've cleared our pword files, cookies, and search histories on the main computer, and the laptop is either off or in sleep mode when not in use. What else can I do?