There are no "servers". LW is a P2P client which allows to connect hosts (like you and me) via the gnutella network to share files.
If LW still shows the files you've already delted then maybe because LW needs some time to update the shared file display (possibly because you share a lot).
The next time you start LW, those files should be gone, unless you do not have any copies of them in other folders you're sharing.
