Figured it out. Manually copy over the MONOPOLY folder from the CD to the C drive. Manually install WING and WIN32s from the CD drive. Make sure cputype is set to 486_slow. Then, in Windows, go to File -> Run -> C:\MONOPOLY\MONOPOLY.EXE and it'll work.

That's pretty ironic, I've been having the same exact problem all day. I'm using Windows 3.1. I've gotten around this in the past but I don't remember how I did it. I manually installed Win32s, which let me continue even though share.exe wasn't loaded. Still can't get the Monopoly installer to run.