I'm using a tutorial on "TweakHound" to use SAMBA to share files. Every thing seems to work until I get to the point where I need to Press Alt+F2 and run "kcmshell 'fileshare'". When I click Run I get nothing shows on my desk top. I'm using KDE. How can I fix this?

For checking what is wrong it is always a good idea to type it in a terminal and check the error/status messages

Open a terminal (konsole) and type it there and see what it says.
$ kcmshell fileshare

This tutorial basically means "Open KDE Control Center, go to Internet & Networking and then Filesharing".

You have not mentioned your distro, but in case it is Debian-based you might have to install an additional package to get this control module in KDE control center.
This package is called kdenetworking-filesharing

In a terminal I typed "kcmshell 'fileshare' and I got about ten lines of kio (Ksycoca) ERROR: No database avabile. Then the last line read: Could not find module 'fileshare'. I installed lisa with Yast and I still got this.

You have not mentioned your distro. It is Novell SUSE 10 server.

Hm, I have seen that "(Ksycoca) ERROR: No database available" stuff on my system, too. I guess we can ignore that.

I still think you might have an incomplete or partly-outdated KDE installation and need some package to be installed or upgraded.

Please type "locate kcm_fileshare" at the terminal.
If nothing shows up, then my guess is right and me need to find the right package to install. (btw, I googled a bit, and it should be in kdenetwork3)

If the control center modules (kcm_fileshare.a, kcm_fileshare.so) *do* show up, however... I dunno.

But I tell you what: you don't need KDE and its control center for configuring Samba at all, although it is quite comfortable.
Perhaps just switch the tutorial?
You could install the package 'swat' and configure Samba by using your web browser.

I still think you might have an incomplete or partly-outdated KDE installation and need some package to be installed or upgraded. I think you are right. I thought that also. "LOCATE" didn't show any kcm stuff.

I have googled for tutorials but I didn't find any using just "swat" or using GNOME. I'm new to Linux so I need a good step by step tutorial. If you find any please let me know.

P.S. I went to http://pdb.finkproject.org/pdb/package.php/kdenetwork3 and on this page they said "Install the kdenetwork3 package if you want to install all of the kdenetwork packages." but how can you tell which one is the "kdenetwork3 package"?