Yeah that's windows for you.
Depending on what folder you share it will do this.
What happens is the share has everyone rights. But the files themselves under security don't (Yet). So just right click on the folder, go to properties. Then to security and then to advanced.
Click change permissions. Here you want to give everyone full control. And then make sure to put a check on the box to have it apply it to all child objects
I have to do this when I share something that already has files. Any new files get the everyone permissions.
Shane