I believe you actually have to map the network drive to a drive letter. Right click on it and choose "Map Network Drive", and it'll let you choose just about any drive letter. Typically (as far as I've seen), people start at z:\ with mapped drives, and work backwards.
After you do that, you just access your mapped drive with the drive letter.
Hope this helps (and hope you have access to make this sort of change to the server).
-Josh B