A firewall will not help. The WiFi is sending out a radio signal that you can not contain within your house. It will reach out of your house for some distance. Those packets can be received and the data pulled from them, unless they are encrypted.

The older WiFi encryption called WEP is not fully secure. It was cracked pretty fast. It will certainly stop the casual sniffer, but if a true hacker want's in, WEP will not stop him.

There is a newer version of WiFi encryption called WPA. If you are running WPA on your WiFi connection, you are secure (currently). So far, there have been no reports of WPA getting cracked. If one of your WPA packets is received by someone listening in, they will only see jibberish and not be able to pull any useful information from that.

Peronsally, I'm not very paranoid about it. I have the older routers that are WEP. I use the WEP and also I have MAC address filtering turned on so only my computers can access my network . . . that is hackable too by "faking" your MAC address.

So, the best in WiFi security is WPA. If you are super-concerned about security then it should probably either be WPA, or not use wireless at all. Again, I use the less-secure options but here where I am, there is not a deep hacker base so I don't worry too much. My new laptop will do WPA, but my routers won't. If I have to replace them then I will get WPA enabled ones.