Are you referring to the DSL modem Wifi light maybe? If your laptop firewall is turned on you shouldn't have to worry. Some modems do this if anything nearby is even just looking for a wifi connection. You should have your modem (wifi) setup with a passphrase too so it's not an "open network", meaning that anybody can connect off of yours.
KDE/Cinnamon/W8.1 - Asus MB, AMD FX-8370 CPU, AMD Radeon R7, 120GB SSD, 2x1TB HDD, 16GB RAM, etc... Please add SOLVED to the Subject if it's resolved.