Who is connected to my computer?

I'm running Mac OS X Lion and when I try to shut down it says "There is a user sharing this computer. If you shut down they will be disconected".

How can I find out who is connected and whether it's actually someone trying to hack my system?
Update: I don't want to disable file sharing as I WANT my family to be able to share files. I just want to know WHO is using it because as far as I know, nobody else in the family is at the moment!
Update 2: ...and there's only one user (me!) logged into this computer.
Update 3: I'm more interested in knowing WHO is logged on than just stopping them logging on in the first place or forcing them off.
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