Your Domino server is probably running as a service. The account under which it runs is likely not your user account. So any rights to shares that you have will be different from the rights that the Domino server has.
Just make sure that you set the permissions correctly on the shared folder to allow the service account to gain access. Also, if you are using a mapped drive letter remember that even if the Domino server has access to that share, it might not be mapped (to the same drive letter or at all).
Lastly, if the file already exists on the share, the file itself may have protection that prevents the server from overwriting it so you may want to check that too.