Advisor interferes too much with my research I have an advisor who interferes too much with my research. When I am in the lab he always comes and sits near me telling me exactly what to do even the tiniest details, and most of the time he is just doing the design himself (Actually holding the mouse and doing the design) and I am just sitting and looking at him. The only tasks I am asked to do on my own are the simplest tasks that require no brain abilities at all.

Once, he got angry because I was trying some design I found in a book and he got angry and told that I am wasting time and I should do only what he tells me to do. I come to work at weekends only to find him waiting for me, and doing the same all over again. He calls me at weekends and during work days when I am not in the lab to come and work just to give himself an excuse in front of other professors to sit on my station and design. 

I have to submit my thesis very soon, and when he sees me writing it he tells me that I am wasting time and I should do the stuff he asked me to do. I told him the I have an external examiner which have to see a draft very soon when I defend my thesis, and he said "Yes and I am in your committee and you have to make me happy".

Seriously, I just want him to back off! I feel very offended by this treatment and that I am just a "trained monkey" who does only what he asked to do.   

What words can I use to tell him that he should give me my space and that I want to do my research on my own ??
The basic issue is that your advisor is a micromanager, and if you have to submit the thesis shortly, it's unlikely you're going to get him to change his behavior in time to affect your thesis positively. 

Therefore, I think your best course of action depends on the relative "cost" of switching projects. If you are somewhere What you should do depends on the rules in place at your institution. If you are able to easily switch projects and restart your thesis in a new group under a different advisor, that may be the best possible outcome you can achieve. 

However, if you're at an institution like mine, where the topic, advisor, and timeline of the thesis have to be approved in advance, starting over may carry serious consequences. Rather than run the risk of not being able to complete your degree, I would recommend that you consider just "toughing it out" and putting up with your advisor for whatever time you have left. 

If you are determined to raise the issue, though, the best thing might be to indicate politely that you believe his supervision is making both of your jobs more complicated: you're not learning as much as you could if you were working independently, and he's not as productive as he could be if he weren't spending all of his time watching you work.