If you have enabled file sharing properly but still can't get the stick to see your folders (you will see red 'X' marks on the 'Checking for File Sharing' screen in the setup wizard) then you could have a firewall preventing the stick from seeing your folders.
If you do have firewall software installed such as McAfee Internet Security, or Norton, etc, you might need to open certain firewall ports for file sharing to work.
Note, to check to see if a firewall is the problem when trying to share files with the stick, try turning the firewall off completely, and run the setup wizard again, or try to add a folder with the add/remove window. If you can add a folder after turning off the firewall, then you need to tell the firewall to allow file sharing before you turn it back on.
The ports to open for file sharing are listed below;
• TCP/UDP -> 135-139
• TCP/UDP -> 445