When you are making an annotation symbol family you occasionally want to use a shared parameter. In 2009 you'll find the Family Types dialog route does not offer the option to choose a Shared Parameter.
It is "hard wired" to choose Family Parameter. All is not lost however. When you place and/or select a Label, choose Edit Label (Options Bar)then take notice of the "Add Parameter" button at the bottom left portion of the Category Parameters frame. You'll be presented with a different version of the Parameter Properties dialog whose focus is on Shared Parameters instead.