For SQL Server to perform a dump to a remote drive (that is, another machine on the network), the ID that SQL Server runs under must have rights to the drive. Otherwise you will get a permission error when attempting to dump. Go to Control Panel and click on the Services icon. Locate the MSSQLServer service and double-click on it. The service should use a user account, not the local system account. If you haven’t done so yet, create an account for use by SQL Server. Grant it the necessary rights (it should at least be part of the local administrator group) on the local machine and the remote drive.