OK, Just got back to see your model was posted. I linked to the manual at the bottom.
Before you get started, if you don't know how to get into your router, you would open a command box and type in ipconfig and enter. Enter the gateway IP address into your web browser: The default username is blank with a password of admin. If it is the defaults, you should change this soon (see chapter 2 in your manual, which is only one page long).
A lot of these home routers do not let you see if someone is connected with a wire, but that is probably not of real concern, but rather, you want to see who is connected wirelessly.
The following info assumes that you have an idea what IP addresses you actually have on your network, and anything else could be an intruder.
First, one clue as to who is connected would be anyone with a DHCP address. You can see that on page 7 of your manual. If someone has set their IP address statically, it will not show in this list.
Second, the most important indicator that someone will be piggy-backing your wireless will be the "Wireless Client list". This is on page 15 of your manual.
Lastly, you can look at the logs. This is found on page 24 of your manual. You need to enable this feature, and how to do that is also on that page.
Here is your manual:
http://downloads.linksysbycisco.com/downloads/userguide/1224642949409/WRT120N_V10_UG_NC_EU.pdf