@sageecl: Please excuse me for not giving you that much feeling of security.
You were possibly sharing it, so they have evidence against you. Be careful in what you do, and get someone skilled in law _now_, so you know how to respeond if someone should suddenly come in.
@Aaron Walkhouse:
Correct information:
Backup software won't copy deleted files, as long as you remembered to empty the trash...
Mistakes:
Just downloading doesn't get you into trouble
In germany downloading is illegal and will get you into trouble.
The law was changed a few years ago, so yout info might just be outdated.
They can't catch you if you don't share
And they can just join the download mesh of your file, so they don't even need to share it. Your client tells them "I have parts a...z of the file". Same is true for BitTorrent and edonkey.
Please research the inner workings of Gnutella before giving this wrong advice again.
A good starting point is
Gnutella for Users - Gnufu
The topic is "the download mesh".
The police acts only on solid evidence
Again german law (that's what I know best): If they need to secure evidence, they will get a warrant from a judge. Yes, it will take some time, but a few weeks definitely suffice - and some judges are faster in that than others.
Tell a judge "we have information, that this person shares files illegally, but we need to get his computer to secure hard evidence" and the judge will give you a warrant (more exactly: He'll give the warrant to the police - there goes your computer).
And that search is then authorized by a judge and all "secured" evidence can be used against you in court.
How else should anonymous tips ever be efficient?
Please be more careful what you tell unsuspecting users, especially since you won't be the one running into problems from your info, but others might pay for your carelessness.