Hi,
I doubt that this is coming over the "Internet" as the term is normally used...meaning it is not coming through your service providers system... if it is not showing up in your router, that only leaves the wireless adapter in your machine...
When you say you have denied connections through your security features, you may be doing exactly that. They are visable, but not connected for instance.
The fact that you can see other devices doesn't mean they can "see" your computer... or connect..
As I mentioned before...wireless devices will detect anything in range that is using the same protocall.
If I recall, the other connections can be blocked from view, but that won't make you feel any better if you know they are there and it bothers you...
Have you tried using Windows Firewall to insure that these devices are blocked?
I've never tried it with Windows so I can't be of much help there, but it is somewhat simple with some of the 3rd party firewalls