Hi Hiccup!
I'm not sure there's a right or wrong answer to your question as this will very much depend on your topic, how easy/difficult it'd be to replicate the study, etc.
If I felt my research would be at risk, I would be very careful not to let others know to be honest. Mine was pretty complex to set up so I knew I was ok. On the other hand, I once met someone who couldn't share with anyone apart from close friends because anyone could have replicated hers. She was only part-time and had been warned by her sup not to share.
The only advice I can give you is speak to your sup and use your judgement. Also remember, that it is possible that others may be doing the same thing as you but you may be able to incorporate their arguments/findings to strengthen you research as well.
At least, that's how I see it.