In your group policy, go to Computer Configuration > Policies > Windows Settings > Security Settings > Wireless Network (IEEE 802.11) Policies.
Right-click Wireless Network and choose Create a New Windows XP Policy, or edit your existing policy. In the Networks to Access drop-down box, change the setting from “Any available network (access point preferred)” to “Access point (infrastructure) networks only). Click OK.
Right-click Wireless Network and choose Create a New Wireless Policy for Windows Vista and Later Releases, or edit your existing policy. Select the Network Permissions tab. Check the box for “Prevent connections to ad-hoc networks”. Click OK.