Hey, I split this so it'll be more prominent.
First off, when you are going through the Recordings menu, you *must* have visited (i.e. connected) your network share beforehand for it to appear.
Now, let's deal with your network share not appearing. Have a look at this guide:
http://wiki.neurostechnology.com/index.php/Sharing_files_from_Windowsand see if it helps.
There were some issues with spaces in share names, so do make sure you're running a recent firmware.
-G