I'm trying to share files between mac and windows and I can't turn on sharing on my macbook the checkbox is inactive. Do you think it's a bug or some security thing? I'm using iCloud account. http://i60.tinypic.com/2s0bj1g.png
The problem is caused by using the iCloud password to login to the Mac. Separating them out will fix the issue and you can enable the user for Windows SMB file sharing in Yosemite. A definite OS X bug. :)
You need to create a separate password in:
System Preferences -> Users & Groups -> Change Password