First paragraph doesn't do what I want.
Second paragraph isn't possible, is it? If i have a file.exe shared, and want to remove it from the share but at the same time give a notice to the user why it's not there anymore, how can i "replace" it as you say? If that user clicks a direct link to that exe he will get the default "file not found" page, right? I can't give the user a custom message about why that file isn't there. That's why i would want to "unshare it and redirect to a file or address of my choice".
First paragraph was just a response to wanting to stop sharing a file and still keep the server up.
Second paragraph was intended more along the lines of inserting a placekeeper file. I wasn't thinking of direct links when I posted it, it wouldn't work for that.
Use Rejetto's advice above, it will do what you want.