When someone follows you on Twitter, two things happen: that person appears in your list of Followers on your Twitter profile, and you appear on that person's list of people he or she is Following on his or her Twitter profile. Unfortunately, there are a lot of spammers on Twitter who you might want to block from appearing in your list of Followers (and you might not want to appear on their lists of people they're Following either).
If someone follows you whom you want to block, simply log into Twitter and go to that person's Twitter profile page. Select the "Block" option from the righthand sidebar (under the Actions heading). Remember, when you block someone, they can still view your public Twitter stream, but they won't appear on your Followers list and you won't appear on their Following list.