Really? How do you know? 90% of those that purchase routers off the shelf don't even bother to change the default password or any of the default security settings.
I can walk around my neighborhood with my laptop that has a wireless network card and connect to almost all routers with no problem. Just because you have a router that says "Firewall" built-in doesn't mean it is setup to work correctly.
We have a wireless router also and it's password protected to make sure that no one can access it. But every time I look at my connection, I can see my neighbor's Linksys router. If I knew who they were I would tell them about it, but it could be anyone close to us.
If you get a spyware bot on your PC that can initiate a connection request from behind your firewall, your router/firewall is useless. You need to get a software firewall to squash this type of activity to be truly protected. Try Outpost. It's robust and it's free.