If you are using your Windows 7 and have a active wireless network, then the chances are that you are sharing your media files with DLNA enabled devices like smartphones, TVs with wireless access and media centers.
This HOWTO describes how you can disable DLNA in Windows 7.

1. Type “Manage advanced sharing settings” in the Start Menu
2. Go to “Home and Work”
3. Under “Media Streaming” you click the “Choose media streaming options” link
4. Click the “Block all” button followed by the “OK” button

You have now disabled DLNA sharing on your computer.