You can log into your router, usually http://192.168.1.1 and look at the DHCP table, this shows all IP and MAC addresses connected to your network. I wouldn't take any chances though, secure it with WPA. WEP would work too, but it's a little weaker.
Alternatively, you could open the command prompt, (type cmd after clicking run in the start menu). Then type "arp -a". With a space between arp and -a. This will display all ip addresses connected to your network.