How can I stop users threading my wifi connection.?

If you can't not share your wifi with "this guy" then it's not 100% your wifi since you are implying he has some sort of a right to it. Unfortunately with the method he's using to share it there's nothing you can do to stop him, since all of his traffic will come from his authorized mac id. Obviously you have some fundamental differences with how your wifi should be used, maybe you are being unreasonable maybe not, but clearly this guy has taken a very combative approach. My guess is this is some sort of roommate situation and you've decided to restrict all guests, where this roommate disagrees.

all you can do is change the password and not tell him the new one.

Tell him you don't want your Wifi shared and if he continues, stop his access.

You can't. Any change you made to your wireless settings would also affect "that guy" directly. From your router's point of view, there is no difference between what "that guy" does himself from his phone or computer and what traffic he passes on from others.

have a read of your router manual again

there are 2 setting for MAC filtering

1) you allow EVERYBODY EXCEPT the MAC addresses in the list of MAC addresses (i.e if they ARE on that list they dont get access , but everybody else does

2) you ONLY allow those with the MAC addresses in the list (ie - if they aint on that list they dont get access)

it SHOULD be set to 2) - the precise wording of this option is in the router manual

SOME routers also have the option of acting as a wifi hotspot - THIS is not controlled by MAC filtering and allows anybody to use your router via a link separate from your LAN and protects your security. AND can only use "dead" time to connect to the internet ("dead time" = time when nobody on you LAN is connecting to the internet.
(If they are connecting to the internet but not connecting via WIFI hotspot then they must be connected to your LAN and know your WIFI security code )

you want to stop anybody youu dont want connecting via your router - then set MAC filtering to 2), remove all MAC codes you dont want access from the MAC setting page and turn off the open WIFI hotspot connection (this should be on a different page and nothing to do with your LAN WIFI

It sounds like the other people have nothing directly to do with the guy you are taking about, unless you got your MAC filtering set wrong . If its set correctly then he CANT pass on his connection - cos THEY will have a different MAC number and MAC filtering wont allow them to connect - even if they know the WIFI security code (you have set a security code I hope?)
All HE might have done is pass on the fact that you have a router acting as a hotspot .but all you gotta do is turn it off

(note
from what I can see the note 9 can be a wifi client - but cant be a wifi server (which it would need to be to allow others to connect via its connection to you)

Once you grant access to one user and he decides to turn his device into a hot spot, there is little you can do except block that individual.

turn the wifi off

Friend in order for somebody to use their cell phone as a router to share your internet connection they basically have to be inside your house or in your front yard. Just because somebody has your password to your router doesn't mean that people all over town are using your wireless connection your router only goes within your house maybe to your front yard if you're lucky. You can use the router configuration page say you have a Netgear look up Netgear router configuration page. Enter the IP address that it gives you and it'll take you to a web page which takes you inside of your router. Where you can limit who's using your internet it will give the device name of who is using your router and you can either allow them or block them.