i believe the use of shared folders will only work if
1) you have guest additions installed. (not avalivable for 98 or ME)
2) your network adapter is enabled.
i do not let my windows vm's access the internet
(why give myself all the headaches involved with that)
so now the reason to use a simple vdi to share between them all.
i will try the storage option and see how it works and post back,
also i dont forsee the need to have many vm's accessing the storage vdi at the same time.