You can set security keys on your wireless network. These are WEP (Wired Equivalency Privacy) and WPA (Wi-Fi Protected Access). A laptop can be very secure if you set a WPA key.
When choosing to set a WEP key I suggest you change this often (weekly or so) as this is less secure. However a WPA is more secure and in my opinion can remain unchanged for up to a month.
Your router may give you the option of WPA but your laptop may not. Ensure authentication is set to 'shared' to enable the option of WPA.
Some laptops will not allow you the option of setting a WPA and WEP is your sole choice for security.
Disconnection happens when you move out of the range. This does not happen very often at all.
Hope this helps...