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Used to be some ways to "cloak" drives as other drive designators (in other words, my drive "F:\" which is my dvd would have been "seen" as "D:\", a "logical" drive resident on my physical drive "C:\"). Don't know if that's still possible, or if it would ever have worked for this sort of thing.
My guess would be that it's simply not a functionality of the current version.
Can your burning software access your webspace-resident files?