I was also using eMule through Wine, but I randomly discovered that all my files were shared on the network, not only the ones in folders that I specifically chose. So pay a lot of attention in order not to share sensitive data.
There's also a native client for Linux, it's called aMule. Give it a try instead of the official client.
I still use it, on linux using wine. There is a lot of random stuff you usually don't find via Torrenting.