How do I block someone connected to my wireless network?

[#1]

I've tried logging into my router -> Home Network -> WLAN -> Configure, then I change the password in there and hit apply. This knocks off whatever wireless devices are connected, however within a few seconds the device in question is connected again. The only other way I know how I can temporarily ban the playstation (The rogue device is a Playstation 4 if this helps somehow) is by manually entering the devices settings on the routers page and simply pressing "Delete" but by the time I refresh the page it's connected again under a different IP.
On a somewhat related note, why can I not just uncheck the box "Allowed on WLAN" in an individual devices settings? Would this not do what I'm trying to do?
Any help is greatly appreciated and thanks in advance!

[#2]

Hi JonnyonTorry, welcome to the forum. Can you tell us what modem/router you are using please?

[#3]

If it's the 582n, yes, try unticking the box "Allowed on WLAN". Then kick off the offender. It's not the IP address that will be stopped, but the MAC address unless I'm mistaken.
Check the security you are using, it should be WPA-PSK + WPA2-PSK. 
Untick WPS enabled unless you really need it.
Make sure your password isn't a dictionary word, or something like a name that someone can guess. Use a mixture of alphanumerics, the longer the better within reason.
If you have all devices that you want already registered/connected, then try changing "Allow New Devices:" to "New Stations are not allowed"

[#4]

As a password tip use an old memorable car reg No and drop a 'funny' character in somewhere like a question mark or forward slash etc. They must know your SSID and password combo so I think it's password first.

[#5]

Regarding the "Allowed on WLAN" checkbox: https://community.plus.net/forum/index.php/topic,116038.msg1150758.html#msg1150758

[#6]

Thanks ejs, I knew I'd seen something about MAC address filtering, but couldn't recall what or where and didn't spot anything obvious when I logged into my 582n & didn't have time to go looking last night.