Open Terminal (located in the Utilities folder of your Applications folder) in Mac OS X and enter this command:
defaults write com.apple.NetworkBrowser BrowseAllInterfaces 1
You won't see any immediate results from entering this command. To apply its effects, you need to restart Finder. You can do this by logging off. Alternatively, you can use the keyboard shortcut Command+Option+Esc (on a Windows keyboard, the shortcut is Alt+Windows+Esc), to open the "Force Quit Applications" window, which is the Mac version of Alt+Ctrl+Del. From this force quit window, you can relaunch Finder.
After Finder restarts, you will see the AirDrop option in the Favorites section of the Finder sidebar. Enjoy!