Windows XP or 2000 - UNC Shortcut
If you know the remote computer's name and can type reasonably accurately, there's a way to save a few steps selecting the remote data file.
UNC stands for Universal Naming Convention. It expresses the path to data on a remote computer by using a double backslash (OPPOSITE of the forward slash you're used to on the Internet) followed by the computer name, then a single backslash followed by the share name.
So I could type the entire UNC path (which, in my example, is \\pro2\matchentry2 ) like so:

If I'm sure of the computer name but not the share name, I can just enter the computer name:

And then select the share:

And then the file - MATCHES.TPS.
This UNC trick, by the way, can be a great time saver in general.
If you know the name of the computer you're trying to connect to, type two backslashes and the computer name in the Windows Start | Run box:

