I have the Active directory provider working, but I only want users that have current DNN accounts to be able to authenticate. Basically I do not want someone from within the network to logon and have an account in DNN to be autogenerated. I plan on bringing users over manually so I can better control roles and such. Is there a way to stop the auto generate user?

It depends on how you're using Authentication. If your users are manually logging in then just disable Authentication in the Authentication settings. The way the code is currently written the DNN database is checked first to see if the user exists. If it does then it bypasses the AD code (unless their password has changed and they're using their new one). If you've got them automatically logging in then you'll have to do what Chris suggests and recompile the core DotNetNuke.dll.

Also, like Chris mentioned, in 4.6 it'll be much easier. You could take the code for the AD Provider and use it as a template to write your own provider with the changes that you require, compile it, and install it with the new package installer that Charles Nurse has written for the Authentication Providers.