If your computer pops up a message saying that other people are logged in to it, the first thing to do is to check to see if anyone you don't know is really logged in.

Goto Start > Run > compmgmt.msc
Any connected users will be lisetd in the Shared Folders > Sessions section of Computer Management.

If there are names listed that you know, then that user should log off.
Goto Start > LogOff > Switch User ... Switch to the other account and then log off as that user.
You can manage the Users on the computer.  Goto Start > Control Panel > User Accounts.

If there are names listed that you don't know, then some unknown person is really on your computer.
Un-share the folders in Computer Management.  The ONLY shares that need to exist are shown on this example.  Do not delete IPC$ and print$

Also goto Start > Control Panel > System.  Click on the Remote Tab and turn off "Allow remote assistance invitations to be sent from this computer".