You shouldn't need to connect the drive to your server and access it through remote desktop (obviously). Can you tell us more about the client computer(s) you tried to copy this file to your server from? Operating system? Service pack level? etc.?
And could you please submit a bug on
Connect? Include logs gathered from your server using the WHS Toolkit, and a screen shot of the error if you can recreate it.
I'm not on the WHS team, I just post a lot. :)