If your payday lender is taking money directly from your bank account (or plans to), the reason it is allowed is because you gave them your permission by signing an ACH authorization.
According to the Consumer Financial Protection Bureau (CFPB), it is entirely within your rights to revoke that permission. To do that, you need only pen a letter to the lender stating that ACH authorization has been revoked. The CFPB provides a sample here.
You should inform your bank or credit union promptly of the change. The CFPB has offered a sample letter for this as well.
An alternative method (or supplemental method, if you prefer) is to submit a stop payment order to your bank or credit union with the help of this sample letter. Be prepared to pay a fee, and also make sure that you get your order submitted with at least three days to spare before the next payment is due to be removed from your account.
It is possible to give a spoken stop payment order to a teller face-to-face or by phone. If you do this, be aware that you must also submit a written version of the stop payment order should the bank or credit union demand it. This must be done within 14 days.
It is wise to keep a close watch on your account even after you revoke ACH authorization and/or issue a stop payment order. If the payday lender does take money at that point, you can dispute it with your bank.
Remember, your payday lender can still legally seek the money you owe through other channels. If you need help with dealing with debt collection or paying back the loan, talk to a credit counselor about your options.