It's probably your printer. Mine does that when I have the printer turned on.
Right click on it and select Get Info. See if it gives you any details to determine if it is in fact your printer or some other wireless device.
And that someone is showing himself in finder with his mac address? Please, people are not that stupid. Open up network utility and from there you can look up on other devices on your network. Clicking on netstat will tell you more then finder.
It appeared again today. I haven't plugged in, turned on/off, or removed any devices since my last post and the Get Info doesn't seem to be giving any information.
I'm connected via ethernet to a router. To my knowledge this never happened on my old G3 IMac.
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