You should always move or copy your files to a 'secure' directory/folder...
Those files that you DownLoad are not necessarily going to be the same files that you will want to be sharing... And, you should check all files for quality and correct 'tagging' BEFORE you share them, anyway !
If you have enough Hard Disc Drive space available, it is a very good idea to have a
Music Bank folder (or whatever name you like)...
and
Possibly a separate folder where you move the files you wish to play or set aside for burning or...
and
A separate folder(s) only for those files that you wish to share.
Once you set-up a system for holding the new files before checking them for sharing and the folders for 'playing' and 'storing', you will have far fewer 'disasters'...
We have ALL deleted things we never wanted to lose !!!
Setting up a good folder system won't prevent unintentional deletes, but it will sure help to reduce those little heart-stopping moments !!!
There, now that was way more words than you wanted from me !