in fusion I'm pretty sure the sharing option is 'specified host directory(s) shared with VM' rather than vice-versa
If you're wanting the opposite i.e. share a virtual machines directory with the host, then while the VM is off try setting the network option in the VM's settings to Bridged network (autodetect will do)
Next fire up the VM, once its running and you're in there right-click one of the VM's folders and set up sharing for that folder the normal windows way
if you then toggle back to osx with the VM running you should have the windows VM showing in finder sidebar (you might need to shut down and restart the VM first time you set up a share).
Click on that and once it connects you should have access to the shared folder(s) you set up within the VM. Well, while the VM is running..
Only caveats are that this could be clunky (i.e. not sure how finder will react to the lost share anytime you shut the VM down, or the VM goes to sleep etc)