I have purchased a private course. It has my name footprinted on it. I had it on the computer of my job. Unfortunatelly, the files are in the hands of my boss. I asked him to delete it, he claims that he has, but I know that he hasn't. He is my boss so pushing things hard is not such an easy option. What should I do? What if he leaks the data?
As far as copyright infringement goes, your boss would be the infringer if he copies the course materials or distributes them online, regardless of whether you purchased the materials in the first place.
If you are worried about the copyright holder accusing you of illegally distributing the materials, then you should create a written record documenting the problem with your boss stealing a copy of the course. For example, send him an email, bcc'ing yourself, reminding him to delete any copies he has and expressing your concern that someone might illegally post it on the internet with your name on it. Alternatively, email some friends or co-workers describing the situation in detail. Those emails can be used as evidence later to show that your boss illegally obtained a copy of the course, that you were concerned he would distribute it, and that you took reasonable steps to prevent such distribution.
Depending on where you got the course, you likely bought a license to the materials, rather than purchasing a "copy" of it. In the license terms you might be obligated to let the publisher know if someone obtains a copy of your materials, so you should check the fine print from the retailer.