If the share is between a silverlight and a WPF project, I find it easier to put the file inside the silverlight project, and link it to the WPF project, than doing it the other way around.
In other words the file is moved to the silverlight project, not the WPF project, then "linked" to the WPF project.
Also remember when the file is referenced from WPF, since it is linked, you need to change the reference URL as if it is in the root, like so:
<ResourceDictionary
Source="pack://application:,,,/AssemblyName;component/DictionaryName.xaml" />
Removing the folder above works, the uri below does NOT work:
<ResourceDictionary
Source="pack://application:,,,/AssemblyName;component/FOLDER/DictionaryName.xaml" />