If your DirecTV box doesn't have built-in wifi capability (don't know if the newer ones do), simply unplug the ethernet cable from the back of the DirecTV box.
Has someone previously connected it or are you worried about it connecting on its own? If the former, it depends on how it's connected (LAN vs WiFi). If the latter, DirecTV receivers can't seek out internet sources and connect on their own. Someone has to connect it.
If the DirecTV receiver's been connected to HughesNet via WiFi, you're going to have to reset the network settings in the DirecTV receiver. Menu > Settings & Help > Settings > Internet Setup > Advanced Setup > Reset Network
If connected via LAN cable, like Mark mentioned, disconnect the cable.