I found an unknown device on my LAN. How can I remove it?

Network Analyzer cannot be used to remove the device from your LAN (it would be a really big security risk if an arbitrary app could do such a thing).

You need to check your router's settings - routers usually have a web user interface accessible at the router's IP address (in the case of Airport devices, there's an iOS or OS X app for that). Then there's usually something like MAC address filtering feature where you can specify MAC addresses of devices which shouldn't connect the network. Please refer to your router's documentation for more info.
Note that Network Analyzer finds also devices connected by a cable to your router which could be the "unknown devices". And often you'll realize you just forgot about the notebook under your bed connected to your network ;-).

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