The prgram (LW) doesn't "take" the files from your computer. It actually transmits a copy of your file to the person (computer) uploading from you.
To find out which files are being shared, go to LW>Library and check there under Shared Files & Saved files. You can also go to LW>Tools>Options>Shared (or Saved) to see what folders you have agreed to share. If there are files and folders you're not willing to share, you can remove them from that respective lists...