This is a somewhat broad question as it depends on exactly what in particular you are concerned with regarding the security of the wireless connection.
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Click Start/ then Run/ Type CMD / in the command line type: netstat -a. The list will show you all the ports listening/ established and so on.
There are a lot of wifi security scanners. The effectiveness of each is unknown to me … you can try McAfee if you want. http://us.mcafee.com/root/wsc/default.asp
Hackerwatch.org
They can ping your machine and tell you how secure it.
They also ckeck port access.
Its free.
This is a somewhat broad question as it depends on exactly what in particular you are concerned with regarding the security of the wireless connection.