Well... they can't steal your signal, and by steal I mean take it away from you. They are just using your internet connection. They cant impersonate you, so they wouldn't use the internet as if they were you, but they could use it. For example, when I connect to my wireless router at home i get the IP 192.168.1.4 usually. If someone else were to connect they'd probably get 192.168.1.5 assuming I was connected to the internet at the same time.
They'd then have access to the internet just as I would.