You must have updated your version of LW. They added the license warning for legal reasons somewhere around version 4.9.1 (I think), and whether you had the warning or not it wouldn't change the legality of it.
If you don't want to share you can in LW go to the library and right click a folder or a file and click "Stop Sharing". You can also go to Tools>Options>Sharing> and add or remove files from there.
Though if everyone decided not to share there would be no files for you or anyone else to d/l. And remember nobody likes a freeloader
.