Just a note I had not downloaded any movies or ' other programs' that I would want to share with Sky Player I presume you mean any 'SKY' programmes?
Others have reported that it has downloaded movies they had not asked for and presumably started dishing them out to other Sky player users. This is what Sky say-
If the show can be delivered to you more quickly and efficiently from another computer, that's exactly what Kontiki will do. Your computer is also part of Sky's Kontiki grid, so your computer might be used as a source location for transferring shows to another Sky user.
To find out what you are storing find the store folder by clicking on Account and Settings at the top of Sky Player then click Change next to the default download location. Make a note of the location and have a look for it on your PC. You might be surprised at what you find.