The SQL Server service account does not have sufficient rights to access that folder. Note, it's the account that SQL runs under that's inportant. Not whatever you're logged in as.
Check the account that SQL runs under, check what permissions that account has on the share.
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability