When you run Shareaza for the first time you can choose to turn off uploading. You will be presented with the window below:

Select any folders listed in the box. Click "Remove".

When all folders have been removed click "Next".

If you have already installed Shareaza and want to disable file sharing follow the steps below:

Choose Shareaza Options from the Tools menu.

Choose the Sharing tab and set "Total Transfers" to zero. Then click "OK".