Tallman,
I believe I understand your dilemma. Do the following:
1) Start->Settings->Control Panel and double-click Network.
2) On the Configuration tab, click Add.
3) Choose "Service" and click Add again.
4) Choose Microsoft in the left pane, then select "File and Print Sharing" on the right side
5) Hit OK at the bottom, then hit OK again to restart your pc
After rebooting, you should have the "sharing option" when you right-click a folder on your desktop.
*note: Butchrecon said to right-click network neighborhood to check all this, but if Client for MS Networks isn't installed, you won't see that icon on the desktop)