I always unchecked the box but for some reason, it still shows up on my facebook! My friends thought I was crazy but I told them that I had won an Ipad 2 from the facebook contests.
It's a bit like subscribing to newsletters - it depends on what the rules state. Most don't require it, but some will give extra entry(s) if you do share thru FB and/or TWITTER.
Also, they will ask if you wish to post to your and/or your friend's wall.
:sunny: Most do not require to to post to your wall. I usually just share with friends that I think would like to enter, but will also post to my wall for extra entries.