Ranga it doesn't matter which account YOU logged in with.
when SQL server tries to access anything outside of the SQL instance(xp_cmdshell, files/folders/, network shares, anything outside of it's own databases)
it uses it's own startup account to do it. it's THAT account that has to have permissions to browse to network services...most likely, right now it does not.
Go to Control Panel/Administrative Tools>>Services>> find the instance of SQL server you are referencing:
the account shown here most likely needs to be changes from local account to an admin account that would have permissions to login to your domain, and browse to shares.
if you change that to yourt own domain login and password, for example, you'd see it starts working the way you expect. I've always created a new network administrator called "SQLAdmin", with a known password, and used THAT account to run all the SQL services. Others may have better suggestions than mine, but that's what you need to change.
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