You need to install the VPC additions files. This is available when you have Windows running, and that on the bottom of the VPC window, there is a small control panel looking thing (it's probably greyed out), click on that and you should get an option to install additions. Once you do that, you should be able to select folders to share. I usually just share my OS X drive, so I don't have an actual shared folder... Strangely, because of this, it tells me I don't have shared folder installed too.
Hope this helps!