You can quickly access your list of companies by clicking the the arrow next to your budget name and then press on the Company List menu.
When you are in the Company List, you can unlink a company listed in your Companies shared with me list by clicking on the iconlocated to the right of the company you want to unlink.
Note that by default, all users have a DEMO company shared in their account. DEMO gives you access to a model read-only company to visualize how to use the different sections of the budget tool. It is not possible to unlink this company.