If it's a USB stick, plug it out. If it's builtin (as in laptops that may have builtin bluetooth and/or wifi), there is usually a button to power and unpower it. For example in my laptop there are two buttons in the front: one for bluetooth, one for wireless radio. One click and the appropriate device is powered, another click and it's unpowered.
EDIT: some laptops have a Fn key, usually coloured blue and close to the Windows key if it exists, with which the user can control the laptop along with other "Fn -control keys": audio volume, screen brightness etc. And some laptops have a button for Bluetooth (with the Bluetooth "logo") that works like the power button I described above: Fn + Bt-button powers and unpowers the device.
Last edited by b0uncer; 01-09-2008 at 06:50 AM.