Do you want to prevent your computer from showing up in everyone's Network Neighborhood on your local private or company network. There is a very easy process to do this:

    * Open the Run... command (click Start button, and select Run...)
    * Type: "net config server /hidden:yes", press the Enter button.

This will only prevent the Network Neighborhood on other computers on the network
from displaying your computer name. This won't prevent other utilities from identifying
your computer that don't respect this flag.
You will need to install some type of firewall
(software or hardware) to really protect yourself.