There is a registry modification / hack that I found some time ago that gives instructions on how to do this, primarily so that SSD's can be used for tempdb in the scenario that you describe. Check around google for something like "putting tempdb on a non-cluster drive" and you will find stuff. I don't know that this is supported though.

One question too; how are they determining that tempdb needs to be put on local drives? Why not properly configure a SAN presentation to support the activity?