I needed to have a side menu with a LOGIN link which disappears when you do login, so I followed the instructions on this page: http://docs.joomla.org/How_do_you_hide_something_from_logged_in_users%3F
From then on, all guests who did not do login can see the upload page and also upload files!!!
Looking at the code on the "jdownloads.php" file I've seen this:
$aid = max ($user->getAuthorisedViewLevels());
if ($aid == 1) $access = '02'; // public
if ($aid == 2 || $aid > 3) $access = '11'; // regged or member from custom joomla group
It seems that it considers public/guests only the group with id 1; if the id is greater or equal to 2, the group is considered at least registered, but it is not!
The "Guest" group I created is subgroup of the "Public" group and has id 4 (so it is considered registered!).
How can this be solved for everybody?