No, you're not being hacked. It is entirely possible, however, that your wi-fi network is being shared with strangers. Do you have a password on it? Might want to consider changing it. Are you using a community Ethernet connection like a college dorm, apartment building's connection, something like that?
Also, go into your System Preferences, Go to sharing and UNcheck anything that's checked. Make a note of what was checked and let us know.