internet connection sharing issue

Users who do not have an account on my computer can log
on to the network through my computer. I don't know if
it is actually an internet connection sharing issue,
though, since there is no option to toggle internet
connection sharing in the advanced tab of the properties
of my LAN connection.

My computer just lets the new user on and creates a
profile for him/her in the Documents and Settings Folder.

How do I keep people without accounts from logging on
through my computer?