I'm not entirely sure what you are doing here and what software you are using for what. You seem to have too much software!
The MATLAB SON support library is a library of MATLAB functions (m files) plus an interface DLL to the SON64 DLL. It gives a direct interface from MATLAB to SON (smrx) files and is downloaded from the CED web site. It also comes with a number of example MATLAB programs and your first aim should be to get them to work correctly - which should be easy but there may be hitches.
Neuroshare is completely different. It is an interface which different programs (including MATLAB) can use to open data files generated by different programs (including Spike2). So if you are using a MATLAB program which uses NeuroShare files and want to look at smrx data you would need to install the CED NeuroShare interface (again, downloaded from the CED web site) and configure the MATLAB program to use it.
You mentioned the error "Undefined function or variable 'mexprog'". What software is generating this and when?
Do feel free to get back to me for more information. However if you do, please can you give me a more complete description of what you are trying to do, what software you are using to do it, and how you are trying to achieve your aims.
Tim Bergel Cambridge Electronic Design