Without using automation or a bot of some type, the easiest way is to:
1. Log-in
2. Click on your following tab.
3. On the right of each entry is an action button containing some options. It looks like a gear/star. If you click it, it should say things like - block user, unfollow user, mention user, etc...
If it doesn't say "Direct Message User" as an option, then they are not following you, and you can just click to "unfollow user."
Hope it helps. You may also like to try Tweet Attacks, or similar - though I prefer semi-manual automation when it comes to twitter. They're too finicky about things.