And Grandpa started you on the right step. Disable auto sharing of completed downlds. Verify your downloads & then put them into a folder thats's being shared. To Share immediately though, you'd need to press the Refresh button in the library window. That will force LW to re-account for it's shared files.
At present there is no procedure as you wish. You'd need to do it manually. ie: move verified files to that share folder. I only add songs to my iTunes music library after I have verified them 1st. With over 100 GB iTunes music library to share ..
But you can also separate your audio download folder:
How to Change download location (click on link) (specific for folders)
How to Share Folders (click on link)