Praise a preschooler when he does share. This will encourage him to try to receive positive feedback by sharing more often, thus nipping sharing problems in the bud. The best way to deal with problems with children is to deal with them before they become problems, and sharing is no exception.
Model good sharing behavior as often as possible. If you have something that would interest a preschooler, offer to share it with her. You don't need to do this all the time, but you should make a point of doing it sometimes.
In the midst of a conflict over a toy or other item, explain to the children that people don't always feel like sharing. This will encourage the child who won't share to think about his actions and also will encourage the other children to find something else with which to play.
Set a timer for taking turns with a popular toy. This approach helps them to better grasp the concept of sharing and to realize it's possible for more than one child to play with the same toy.
Focus on behavior, not personality, when you admonish preschoolers for refusing to share. Possessive behavior is not necessarily a sign of a selfish personality and shouldn't be treated as such. Children at this age are still learning how to share, so go easy on them and don't punish them. Talk to them instead. Make sure they understand that their behavior, not their personality, is disappointing you.