Just like f1000 said, your Mac may be able to pick up signals, but it doesn't mean you can join it. The networks you see listed in the Airport drop down menu show the networks that your Mac has picked up. Technically speaking, the person who configured the wireless access point enabled the broadcasting of the access point. Simply speaking, the access point is making itself known to everyone who is listening.
Now, wireless networks can be open or closed. Public places will usually have open wireless networks, and anyone is free to join it. Closed wireless networks are usually protected with a password, and so you will need to have the password to join the network.
Some access points are "hidden" and don't appear in the drop-down menu. This can be achieved by disabling the feature that broadcasts the access point (in technical terms, disabling the broadcast of SSID). You can still pick up the signal, however, with programs such as MacStumbler or KisMAC.
Another thing also, just because you can join a wireless network doesn't mean you can avail of Internet access. Some wireless access points aren't connected to the Internet (just a network), and some require further authentication.