There at least 2 ways of doing this, and your web host will probably not support or give you access to them both :-) a good webhost would have already switched register_globals off for you.

- One way (most people cant do this)
If you have full access to your server you can locate your php.ini file and modify the value for register_globals = Off in the php.ini file, remember to restart apache afterwards.

-Another way (May work depending on the configuration of the server)
create, or edit any existing .htaccess file in the root of your webspace (in the same folder as Joomla's configuration.php)
Add the following line to the .htaccess and save, the change is instant:

php_flag register_globals off

- Securing Joomla Further
Edit the file /globals.php and change

define( 'RG_EMULATION', 1 );

to

define( 'RG_EMULATION', 0 );

These steps will secure you a bit more and are HIGHLY recommended!