: : If I'm understanding you right, you just don't have your incoming file folder shared. Open WinMX and look at the buttons across the top, and click "Shared Files." A new row of buttons pops up, and the first on that new row says "Share Folder." Click that, and then find and choose the folder into which your downloads are going.
: : The way I have mine set up is, I don't share the folder into which the files are downloaded. I share another folder, where I keep the files that I have listened to and verified that they are complete, and of a decent quality. The idea being that it should cut down on the number of incomplete songs being downloaded. I hate dl'ing a song, only to find that it cuts out about twenty seconds early. And I don't want to do the same to someone dl'ing from me.