The problem of carrying out cryptographic computations when the participating parties are rational in a game-theoretic sense has recently gained much attention. One problem that has been studied considerably is that of rational secret sharing. In this setting, the aim is to construct a mechanism (protocol) so that parties behaving rationally have incentive to cooperate and provide their shares in the reconstruction phase, even if each party prefers to be the only one to learn the secret. Although this question was only recently asked by Halpern and Teague (STOC 2004), a number of works with beautiful ideas have been presented to solve this problem. However, they all have the property that the protocols constructed need to know the actual utility values of the parties (or at least a bound on them). This assumption is very problematic because the utilities of parties are not public knowledge. We ask whether this dependence on the actual utility values is really necessary and prove that ...