You could get around the link-sharing problem for those that wanted to avoid it by offering single-use URLs, and provide Gumroad either with a way of generating a new single-use URL for your resource, or a way to pull a new URL from your site. Both of these methods would require some degree of control over the resource, however (you wouldn't be able to do this for content hosted by third parties).
For those who aren't fussed about security, you could offer it as a really easy way to optionally pay for content - eg a rapid "Donate" method.