People using p2p apps will ONLY have access to your shared folder(s) you've dedicated for sharing in your LW prefs (LW's menu Tools-Options & Sharing or mac OSX that's LW's Prefs-Sharing.)
Make sure you have anitvirus & adaware, etc. installed on your comp.
People uploading from your shared folder(s) can be viewed using your Monitor window & there's an option to delete them if desired. If that's your intention, I'd certainly hate to share 'ANY' files with you & I think that applies to most other p2p people. p2p is about sharing. If you don't wish to share then delete you shared folder(s) from your Sharing option listed above.

The connections window shows the Ultrapeers you're connected to. You need to be connected to UP's in order to be connected to the Gnutella network for sharing. If you delete these, you'll find your connection quality drops! Incoming & outgoing will show searches coming in (from others) & going out (from you), & also dwnlding & uplding.