I share a lease on a 3 BR apartment. One room is already sublet by one of the lease holders. Do the people sub-letting that room have any right to tell me who I can sublet my room to? Specifically, they are female and I would like to know if I can sublet to a male.

The terms of your lease should say who can decide. Normally it will be the choice of the person who you are the actual lease with.

As to the "male" this can be restricted in a rooming house situation where rooms are rented and there are shared bathrooms and common areas. Since the other two renters may refuse to pay rent and move, they can often force the landlord to restrict who can be rented to.