You can set that option on
this page in My Controls.
In the 'Moderation Options' set 'New Friends' to 'Only when I approve them.'
If someone adds you as a friend, you don't show up on their list unless you have approved them. You can approve them by going to your portal page, clicking on your 'Friends' tab, then clicking on 'Manage Friends' at the bottom of your friends list. On the next popup select the 'Friends Pending Approval' tab. You can approve of decline friends here.