The only thing I'm familiar with, regarding woodsheds, is storing wood in them, and getting/giving a beating behind one. For the former, wood is kept in a separate shed because of the potential danger storing such materials.
The idiom for "knocking over" is in regards to stealing from a bank.
So, I'm siding with WF on this one. I think Ares' woodshed was the store of weapons in the vault, which Harry knocked over. As the god of war, Ares probably considers all weapons as his domain. Even if they're from a different pantheon.
(Also, Ares wasn't very popular, so I could totally see him being some asshat that would take offense even if it's not his to take)