Well, if file sharing is turned on for a specific folder or drive, you can see a hand underneath it. To turn it off, you need to do the following:
1. Right-click on the folder/drive, and click Properties.
2. Uncheck the 'Share this folder on the network' check box.
3. Click OK.
Repeat this procedure for your important folders. By default, however, file sharing is off for all folders and drives, so you don't need to worry. Just click the 'My Network Places' on another computer in the network, locate your computer and click it, and make sure there's nothing. If you DO want to share anything, put it in a Special folder called Share, and share that folder.