I've got the same problem, and I understand how it could be nothing. However I am a bit unsure about where the connection is being made \ requested. I've reset the router to factory settings, changed passwords, now use MAC filtering and I still get the phones appearing in explorer. They have never appeared as connected in my router.
The bit I don't understand is where the connection is being requested, is it directly with my wifi laptop, or with my router? Why doesn't my phone appear in explorer? why doesn't my friends phone appear when we test it (with or without correct password)?