1. If you don't wish to share all downloaded files:
(a) Tools > Options > Sharing, uncheck option for Share Finished Downloads.
(b) Go to Library window, select those files being shared & right-click & choose stop sharing.
2. If more than expected is being shared than wished, you can right-click folders from Library window & choose stop sharing, else:
Go to Tools > Options > Sharing. Remove the drive or location selected. Then press the Browse button & simply select the specific folders you wish to share one by one.
Edit: Oh & check options for extensions. Don't share extensions you don't wish to share, only the ones you want to share.