The first thing I'd do is confirm it wasn't something of mine trying to connect. It's a Netgear device, if that's of any help.
It may be somebody trying to guess your password. It's more likely something completely innocent. Providing you have a strong password and you're *not* using WEP encryption I wouldn't worry about it. A strong password is going to take somebody a looooooong time to crack, especially at ten attempts a minute.