Can someone who knows about networking tell me if I'm being hacked?

well i have sky broadband but i have to use my netgear N router for internet and xbox as the sky router seems to restart wen moderately used..any way to the point, wen i was changing routers to the netgear one, i had a strange network icon similar to yours and it appeared to be the set up client for the router. Now u say it has gone, if you want to be safe change the router SSID or password