DosAllocMem allocates nonshared memory, so you do not need to define SEG_NONSHARED in 32-bit code. Make sure you compile using the /Sm option if your C file uses any migration functions.
Install the migration library and header files when you install the IBM C Set/2 compiler or equivalent compiler. (The FCNTL.H header file is installed when you install the migration support with C Set/2.)