The usual purpose of piggybacking is simply to gain free network access rather than any malicious intent, but it can slow down data transfer for legitimate users of the network. Furthermore, a network that is vulnerable to piggybacking for network access is equally vulnerable when the purpose is data theft, dissemination of viruses, or some other illicit activity.
It's quite simple to access an unsecured wireless network: All you have to do is get into the range of a Wi-Fi hotspot's signal and select your chosen network from the options presented. However, unauthorized network access, even to free Wi-Fi, may be illegal. People have been fined for accessing hot spots from outside businesses, such as coffee shops, that provide free Wi-Fi for customers' use.
To protect your network from piggybacking, ensure that encryption is enabled for your router. Use Wireless Encryption Protocol (WEP) if that's your only option, but if possible use Wireless Protected Access (WPA) or WPA2. Use a strong password for your encryption key, consisting of at least 14 characters and mixing letters and numbers.
See also: war driving