Try to upgrade to the latest version of the Connectfy Me program. The software has this feature implemented even if you are using a free of charge version. To set up a password on a created network, you can start the program, and before you press the Start Hotspot button, try to input a password in the Password field. For more information regarding the use of the software visit the official website or the Help menu inside the program.
If someone has been able to connect to your HotSpot, you can ban him/her by going to the Clients tab inside the program and right click on the unknown user in order to disconnect it.
