You can setup a majority node set without having a shared quorum. However, you will need at least 3 nodes to be useful since it require (n/2)+1 voting nodes to attain a quorum. Follow the directions here if you decide to proceed:
That said, as others have noted, you can create shared storage on one machine with virtualization. There are free versions of VMWare, MS, and Citrix as well as many others.
Another route you might consider is to use a product like FreeNAS to run an iSCSI storage server and then point your nodes at this. Requires a bit more setup but you will have something durable and learn about iSCSI in the process.