This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
It needs to run as someone who has access to the share. By default all services run as some local system account which doesn't have access. You need to change the user the service runs as from the Services screen.