There's nothing illegal in trying to be connected to an opened network, even wirelessly.
I saw members of the "Golf Club Grand-Ducal" being surprised that they might get connected to the Internet from the club house, by using the golf club wireless network. What's wrong with this, if the network is opened ? If it is opened, what law should prevents you to use it ?

If I leave money on the sidewalk, I don't expect a law to force the discoverer to return it to me...

Now, if you try to force the access to a computer that prompts you a legal warning like "Access to this server is strictly limited to the authorized users", then you've been warned that you entered a private property. But even, I'm not sure there are laws against this in Luxembourg. There are defenitely such laws in USA and other states of EU, but I'm not aware of such laws in Luxembourg.

Even in the UK (London), young guys are writing with chalk wireless network characteristics on buildings and sidewalks to make easier the connections of future unexpected users. I never read anything about an arrest of such guys. A recent study made in the US showed that a majority of the corporate wireless networks where opened or weakly protected. For me, having such a wireless network at home is like putting an unattended ethernet outlet outside your home: you just publish to anybody all what is on your home network: advocate letters, private e-mails, web browser cookies and history (so potentially your sexual preferences with lot of details). I'm not yet convinced that the new 802.11X encryption mechanism is safe, so I strickly advice for the time being to consider wireless connection as practically unavalaible, or equivalent to an open network, until proof of security is obtained from other peoples than the related hardware vendors.

What is strange to me is that GSM technology is older, much more widely used, and gives potentially interesting informations and ways to gain money if cracked (I'll not explain you how. Just imagine yourself) and seems to be safe up to now. I don't expect somebody to call using my GSM credit without my chip, as I don't expect anybody unautorized to listen to my conversations when using a GSM. (Lady Di was using a wireless analog phone, not a GSM). It even offers strong authentication, what wireless network does not yet (if I'm well informed). So why the wireless vendors, that suffers strongly from justified untrust regarding the security of their network, didn't managed from years to secure their devices ???

Other experiences I had (through customers) was that devices from different vendors were poorly interoperating (limited distance, rapid performance degradation, ...) and that it was very limited when used in a armed concrete building or even an old traditional house, made of stone. Also, with accessible Gigabit Ethernet devices and switches, and DSL+ technology (bringing up to 25 Mb/s Internet connection soon), I think current wireless technology (802.11G) is really limited: the standard specify 54 Mb/s shared bandwidth on each of the three channels. Knowing that only three channels is too few to garantee the usability of the technology in all topologies, don't expect to use more than one such channel. Compare 54 Mb/s (maximum theorical shared bandwidth) with 1000 Mb/s switched, there's no hesitation.

As already explained in this mailing-list, if you really need this technology, consider the wireless segment as opened, put firewalls at each connecting point, and establish VPN on this unsecure link. Good luck.