If you're going to turn off your Photo Sharing make sure to Login to iCloud and make sure that ALL the photos and videos on your phone are properly backed up to your iCloud. In my case a month and a half of images and videos were NOT backed up to my iCloud and turning off Photo Sharing would have permanently deleted all of these files.
SO step 1 should be to go into iCloud back-up and click "Back-Up Now" and get everything syncronized to iCloud from your device/phone.
Step 2 is to go into iCloud and make certain that everything is properly backed up. And if everything is back-up then you're all set to go onto step 3
Step 3 is to go into your Photo Sharing, turn it off. Then you can go into your computer and it will allow you to delete all the photos and videos that you wish to delete directly from your computer either by hitting delete, OR by Cutting and Pasting them directly into your computer system.