For Windows 7 and up you can disable the Link-Layer Topology Discovery Responder for your network adapter. The Link-Layer Topology Discovery Responder allows your computer to be discovered and located on the network. To do this open up the properties of your network adapter by going to Control Panel and then Network and Sharing Center and clicking on Change adapter settings. Then right click on your Local Area Connection or wireless connection and choose Properties. Then uncheck the box next to Link-Layer Topology Discovery Responder.
Another option is to turn off network discovery which controls whether your computer can find other computers on the network and if other computers can find your computer. Keep in mind that turning this off will make it so you can see other computer on the network as well. To do this click on Change advanced sharing settings and then go to either Home or Work, Public or Domain depending on how you originally setup your connection and turn off network discovery.