Click on the Players menu, and find a player you would like to add. On the search result page or on the players page, click on the Add to My Contact link. If you send a play request to a person, that person will be automatically added to your contact.
Login to your account (My Tennis page), and change the Profile Status from "Public" to "Private". By changing your profile status from Public to Private, other players will not be able to see your profile. If players have not added you as a contact, they will not be able to add you as a contact since you're no longer visible.