If I do not want to use my lawyer anymore, what legal paper do I have to file with the court to go pro se?

You attorney would have to withdraw from the case and then you would submit a notice of appearance indicating that you are now appearing pro se in the matter and will represent yourself. Ask your attorney to file the motion to withdraw and then follow the guidelines from the Court regarding filing your notice of appearance. Typically you have 20 days from when the attorney withdraws to submit your notice of appearance or default could be entered against you.

You would file a substitution of attorney form with the court.  Your state court may or may not have a form for that.  If there isn't a court form, you would write your own substitution of attorney form. 

At the top of the form, you would have the name of the case, the case number, the name and address of the court. 

The form would say: I, _______________ (your name) hereby substitute ___________ (your name), in pro per, in place and in stead of _______ (name of former attorney) as attorney of record in the above-captioned case.  The undersigned agree to this substitution of attorney.

(You and your former attorney sign and date the form at the bottom).  After it is signed, file the form with the court.