How exactly do they connect to the satellite? Is it encrypted or could any hacker with a satellite dish tap into it?
Not with this or the curiosity rover or any interplanetary vehicle.
The reason is because you won't be able to even establish a connection, NASA can do it because it has access to the
DSN (Deep Space Network), otherwise there is no way to communicate. Actual communication is not encrypted itself. NASA doesn't need it because nothing important is being sent (like secret data etc) and nobody will be able to access it in any way because they don't have access to the DSN. Theoretically, you could build a DSN yourself but that is incredibly expensive and impossible to hide due to size and the geographical placements they need to be in so it has a lot of political issues as well.
It's more probable to get unauthorised access to the DSN itself somehow. Even if countries like Russia or China managed to build their own DSN strong enough for these missions (and remember, these can't just be in their own political geography for proper coverage) to be able to communicate with interplanetary vehicles, it'll expose them (no way to hide who did it), and there's nothing to gain economically or scientifically considering that these rovers, probes, etc have instruments from collaboration with multiple countries. It'll just be an unnecessary political fallout with no gain for anyone. So while some countries have DSNs, it's not on the same level as NASAs, and even if they were, interfering with a NASA mission would expose you and gain you nothing.
Basically as a result for now it's a non-issue due to how the infrastructure works and the requirement for very specialised, large, expensive equipment to communicate that far. Even if a country managed to build a DSN that was able to communicate, it'll expose them and have a huge political issue and it would all be for nothing because space exploration is a very international collaborative effort, research and data is shared, instruments are made by multiple countries, etc. There is only one country I think in the world that would do it just to piss everyone off and that's North Korea but North Korea's not building a DSN any time soon. The international scientific community surrounding space exploration in any form is very collaborative so there's no incentive really for any country to be malicious.