Neighbors mooching your wireless and taking all your bandwidth?
No, what is happening is that wireless card in your laptop is not 100% compatible with the router you are using. It will connect and then will drop the signal. However, for a while it will still show you are connected but with limited connectivity...i.e. no signal.
There are several possible reason for this. One, like they said before, you need to update your wireless software. Another is if you are running an "N" router. Some laptops do not work well with N routers because they are made for B and G. This was the case with my brand new Toshiba. How did I fix it? I first bought an USB N Wireless adaptor that would connect to the router and would work perfectly. After that, I decided to link a G router off the N router so that my laptop is connecting to that router instead. Where all my other laptops and desktops are connecting to the N router.