To understand you situation, a couple of questions:
Did you share specific file in a Folder, or an entire Folder with those files in it?
Did you select to not share the entire drive with no one?
I tried you situtation on an internal drive so the folder showed the lock, but was still able to access it after a reboot. Depending on your answers, I will try my external drive next.
You can start explorer in Admin mode by right clicking the taskbar icon, then right clicking Windows Explorer and selecting "Run as Admin", maybe that would help.