Relax. They don't carry a magic curse that attracts police telepathically. The
police didn't give those files to you so they don't know you accidentally got
them. You aborted all of the downloads so nobody can accuse you of even
trying to get them. You deleted them and you defragmented (didn't you?) so
they are already gone forever.

Even if (by a bizarre and virtually impossible chain of circumstances) somebody
dared to accuse you of anything, any judge on the planet would take one look
at the circumstances and throw the accuser out or in jail for wasting the
court's time and money.

The secure shredder in [Spybot Search and Destroy] is not suitable for a situation
like this because it is strictly for cleaning up temporary files, cookies and the
Internet Exploder cache. It doesn't have the ability to scrub free space or
files you specify. There are, however, plenty of free cleaner programs out
there if you search for them on google or similar search sites..