It seems if you don't have a password then they could copy your data but can someone clarify exactly what is meant by a password ? For example your wi-fi can only be accessed once it's set up with the code supplied with the router so can they still capture your data without this code ? or should you also be using WPS ? Does it make any difference what OS is being used or is that irrelevant ?
I believe that using one of the various encryption methods - even WEP - encrypts the data being passed from the computer to the router over the wireless network or vice versa . This is operating system agnostic