R help - Mar 2012 - Building GLM Model with dependent variable as a proportion for 4 categories

Hi All,

I am trying to develop a GLM model in which the dependent data is a
proportion data with 4 categories. I want to develop this model as an
alternative method to Multinomial Logit Model for comparison of
results. Here is the sample data:

Category	SharesY	x1	x2
1	0.797052154	7480	628
2	0.03590325	5178	1011
3	0.163265306	6711	1391
4	0.003779289	4177	1845
1	0.792581747	7562	628
2	0.051732552	5260	1011
3	0.150805271	6779	1391
4	0.004880429	5048	1693
.	.	                .	.
.	.	                .	.
.	.	                .	.

By running this as a GLM model with family as binomial, and link
function as logit I am getting a warning message:  "In eval(expr,
envir, enclos) : non-integer #successes in a binomial glm!".

I am very new to R, and not sure whether it is even possible to run
GLM model using proportion data but I read it somewhere and hence
tried it.

Any ideas/ thoughts/ alternate ways to run GLM using proportion data
then please let me know.

Thanks
Prachi