There's an easy way to check the number of machines connected to your router and is called Zamzom Wireless Network Tool. It will scan your router for active connections and will tell you the number of devices using it as well as their names.
It offers two scan levels. The basic one is usually enough to find any device using the network, while the advanced one will search for hidden devices stealing bandwidth.
It will tell you the IP and MAC of the connected devices so you can check if they are yours or not. If you check any of those devices is not yours, then, you'll have to access the router menu and ban it.
There is a version with more features in the official website.
For Windows Vista / Seven