How do I disconnect from a host computer

You should be able to just right-click on the wireless symbol (the monitor with broadcast beams coming out of it) in the system tray (near the clock) and select "Disable" or something along those lines.

If that's not an option, then probably you have some hardware-specific software controlling the connection for you, so you'll need to look for instructions for that software. But any decent software will offer a way to disable the wireless when you don't need it.

Failing that, if you have certain laptops (such as an IBM or Lenovo ThinkPad) have a physical wireless switch on the side edge of the laptop, so you can hard disable it when you don't need it. (Handy for travel on a plane, for instance.)