Open Airport Management Utility. Find your base (mine shows nicely up under Rendezvous (i.e. Bonjour)).
Here you see my girlfriend's and my iBook connected to the base. Both from short range (strong signal, low noise). If you see more MAC addresses than you have computers connected to the base someone's leeching. A give-away is if one or more connected with a poor strength/noise ratio (that those values get fairly close).
If so, just secure your network. Enable WPA2 with a nice, long (~20 chars non dictionary) password (under Wireless security), stop SSID broadcasting (check the create closed network button), if you only have Airport Extreme equipment you should use 802.11g only Mode and, last but not least, under Access Control you can add only your machines (by MAC address, i.e. MAC filtering) to deny all other machines access. None of these are totally secure in it self (well WPA2 with a long password, maybe) but put together you should have as secure a wireless network as you could.