There are two cases:
1.If the remote folder is in your local network (LAN), that folder must be shared in the LAN in the way that your user must have Read right to access it.
2.If the folder is over the internet, than that folder must be into a virtual-directory (in IIS) and has public access. For example if that folder is a sub-folder of a ASP.NET application then should have the next setting in the web.config to allow access:
<location path="Content">
<system.web>
<authorization>
<allow users="*" />
</authorization>
</system.web>
</location>