You can turn on MAC filtering and add your computer/device's address to the exception list. A MAC address is a device specific "serial" number, if you will, so with MAC filtering on, only the addresses you add to the list will be able to even connect,
All of the routers that I've worked with, this has been a pretty simple task. From the router's settings (sometimes inside the MAC filtering menu,) you can see which devices are connected; and simply add them to the list from there. Otherwise, you might need to manually find your computer's address and add it by hand. In any case, I would advise against turning the filter setting on until you add your device to the list first. Otherwise, it will lock out everything; and you'll have to reset the router to connect back.
Alternatively, you could change the password and hide your network so that it isn't visible for them to connect to. Though, that might not work if they've already connected and stored the connection in their devices...