It depends on which program you're using (LimeWire, Gnotella, BearShear, Gnucleus, etc.), but in general you need to go into its settings and find where it lists the folders you're sharing. It's best to create a special folder on your HD only for sharing files and make sure this is the only one listed. You might also have one additional folder for incomplete files, but this usually should not be shared. In particular make sure you're not sharing something like one of these...

c:\ (or any other single letter)
c:\windows
c:\program files

etc.