You probably already checked this but just incase you didn't...

make sure that the "share finished downloads" option
in Tools>Options>Sharing is not checked (disabled). I
remember reading that if it is checked (enabled) then
even if you move a file you've downloaded to an unshared
folder the file will remain shared. If it is a file you didn't
download than this obviously wouldn't apply, but it is
something to try if you haven't already.

To be honest I don't remember where I read that and I
don't really have time to sit and look for it. That said, if I've
mixed something up or gotten bad information I hope that
someone will correct me and more importantly I appologize
for misleading you.

--Cr|cket