If you try to export a NISE virtual device to a network drive you will get an error in MAX 4.0. This issue was fixed in MAX 4.1. I tested this myself and I was able to successfully export to a network drive. You can get MAX 4.1 in a variety of ways. One way is to download the newest DAQmx driver (currently 8.3). This driver can be downloaded from the ni.com website by clicking on Drivers and Updates and then selecting Multifunction DAQ. I also included the link below. Hopefully this will solve your problems.
http://digital.ni.com/softlib.nsf/websearch/7FEAEE6A4B4AA836862571C00064E6CA?opendocument&node=132060_US
Have a great day,
Brian Platt