Yes, you can. Simply select disconnect in the Nokia Share application. When doing so, your Lumia also won't automatically connect the next time.
- My Lumia phone does not work or respond as expected
- My Lumia stays at the spinning gears, how do I get it to stop?
- I cannot make a call on my Lumia phone
- I cannot share my Lumia’s internet connection with another device
- What can I do if get an error while trying to login to the mail account on my Nokia Lumia?