How do you know?
As people above have said, Windows often connects automatically. My Mum was recently staying in my flat and using my laptop; hardly techno-literate, she mentioned my internet connection was a bit slow; which it was because Windows was automatically connecting to my neighbour's unsecured network rather than my own encrypted one.
Also, I've recently been travelling, and routinely sniffed out unsecured networks; sometimes they had a relevant SSID like "hostelfreewifi" or something, but in reality I had no way of knowing if any particular network was supposed to let me in or not, but since the tools to put a "lock" on a wi-fi connection are there and simple, I automatically assumed unsecured meant "come on in" (and unsecured wi-fi is the norm in lots of South American airports, coffee shops etc.) In fact, until I saw these stories when I got home, it never occurred to me that I was doing anything wrong.