When my friend was playing the game on his ps3 there was an option in the speach section where the follower would say what would you like me to carry. Never found this on my pc version?

Worked for me..

http://www.youtube.com/watch?v=fNoaVRlrx6M&feature=channel_video_title#t=13m36s

(not my video)

Its called, "I need to trade some things with you"

Works fine for me.

Never had that option.

Not all followers has that option, some like the companions members will join you on adventures but not carry things for you before you become leader.

companions are not followers. they are a special faction whoose members will ally with you on various specific missions, only to leave you afterwards. that's why they don't carry anyting as it will be unavailable for you to get back.
also there are some npc's that will ally with you in specific quests and the same will not have the option to carry anything for the same reason.
any other follower should have that dialogue option