WhoIsOnMyWiFi.com is the site for a utility that can monitor your home network, watching for intruders. There is a free, Home-User version available at http://www.whoisonmywifi.com/download/download-complete/ which installs to a Windows computer on your network and scans for connected devices. There are paid versions as well, Single- and Multi-user, that unlock added features and also allow remote management as they grant access to the site’s console page.
The Home version installs easily, and opens up a tutorial on the setup. Once that tutorial has run, the software becomes functional. An initial scan goes through your network, itemizing connected devices. It is up to you to determine whether these are allowable connections, and to edit the list to more easily identify the devices in the future.
After that, you simply minimize the app, letting it run. It will scan the network every five minutes (or upon demand) and when a new connection appears, it sets off an alert, both a pop-up and a sound, to notify you. You can then determine whether this is a safe item – one of your kids just got home with his iPad, for example – or whether it is an unknown connection. In the left pane, there is information, like the IP and the maker of the NIC or wireless NIC that can help you to identify the intruder. There is a Block function, although I have not tried it yet – a comment online hinted that this may be something unlocked in the pay version.