Tools > Options > Sharing folder...
untick "use sharing folders instead of sending one file at a time" if you wish to not use Shared folders at all..if its just from a few contacts then you can remove them fom the Sharing Folders list underneath that option.
If you do wish to use Shared Folders but not create them automaticly when you send a file then untick the the option for that underneath the lists. After that you can drag and drop to send a file or go through "Share File" button or File menu) in conversationscreen > Send single file