Hi,
It is not recommended to use a shared drive in this case as it will lead to additional network communication and some delays.
However if you need to use a shared drive you should map it using the same letter for all load generators for example 'F'.
Please change the VuGen script accordingly and check if it is working from VuGen first.
Please also review the following document:
http://support.openview.hp.com/selfsolve/document/KM172874
Kind regards,