Thanks for the replies.

You can move a stubborn item on Mac clicking the Command (Apple) key before dragging the item. Then the item is moved instead of creating an alias of it.

WireShare is listed as java.org.limewire.ui.swing.Main in Little Snitch. In the Apple firewire only Java is shown. Both have permission.

I have done the things that you say on your second message above. Indeed, I had the bootstrap file that you indicate. After doing what you say, WireShare shows
WireShare 5.6.4.1
Java 1.7.0_67

And now the bootstrap file is also in:
/Applications/WireShare.app/Contents/Resources/Java/lib
Should I delete it?

On the other hand, the WireShare installer prompts to select
Light Security - Strong Security - No Security
Standard - Full Japanese Block
I previously selected Strong Security with Japanese Full Japanese Block. Now I have selected No Security.
Which is best (pros and cons)?

Anyway, the issues remain. I have tried with both 32-bit (default) and 64-bit modes. In fact, the pesky window was then much more aggressive, and it was almost impossible to get rid of it. I you closed it, it showed again several times per second. Amazing. That was initially; later on it took three or four seconds to show after closing such window.

After re-installing Java and also WireShare, the issues remain. Tested for both 32- and 64-bit modes. Now WireShare shows
WireShare 5.6.4.1
Java 1.6.0_65

As said, FrostWire connects (turbo-charged) in one second and shows:
FrostWire 5.7.5 (build 1)
Java 1.8.0-internal

I wonder if such new Java 1.8-internal could be also implemented in WireShare. Maybe that could fix the issue.

Finally, Console says nothing about these issues, but when I quit WireShare, Console says:
24/08/14 14:02:22,210 gkbisd[199]: Unable to collect cdhash for /Applications/WireShare.app (error code 100024)