However, on my Windows 8 or 8.1 PCs, I cannot right click on the Network icon to change the profile as instructed, so there is another way.
1. Right click on the Network icon on the notification area, click Open Network and Sharing Center
2. Click on HomeGroup
3. Click on Change network location
and choose Yes
4. Now, we can go back to the Network and Sharing Center to check our network profile, it should be changed to Private