There's a setting in LW to automatically share downloads. If you don't wish it to be, disable that option & just share what you wish. You can control-click the files or folders you wish to share or not to share.
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ie: In LW prefs click on Sharing then you will see an option at bottom of window that shows.
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You can also remove your download folder as a shared folder.
(click to see larger view of attachment sample)