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I personally love Wi-Fi and am unsure why anyone would want to block a free connection, but for those who are concerned with the related security issues, there's the Portable Wi-Fi Jammer.

This small and portable gadget blocks all Wi-Fi signals within a 10-meter radius, ensuring that you are protecting your information securely. You don't have to install or set up any software for this to work because the Portable Wi-Fi Jammer is ready to go straight out of the box.