first off, you arent connected to it. It is just showing up as another PC on your local network. Your mac is not hacked, but if you do not have other PCs on your local network or any other network your Mac has been connected to, then your local network may have been breached. Do you have wifi? Is it open? Have you been at a public hotspot or at someone else's wifi? Do you have a printer that is shared over LAN? I do and mine shows up like this occasionally.