can't open file from virtual directory on workgroup while i'm in domain

Hi,
i got a web application which uses virtual directory for playbacking wav file using
http://myservername/VirtualDirectoryname/xxx/yyy.wav

The problem is,
my customer want to move this virtual directory (which located on NAS),
into workgroup outside of my domain.
i configured this directory login as the workgroup user
(full permissions on the folder itself) + anonymous access and i can browse the files using the iis manager.

after configuring under iis manager the virtual directory,
i'm still not able to play the wav file using my application.

i was digging into my application logs,
and it seems like \\NAS_ADDRESS/xxx/yyy.wav
and http://myservername/VirtualDirectoryname/xxx/yyy.wav cannot be found.

when i'm using the run command, i can open them both.

i was using net use (i thought it's interactive issue),
but still not good.

when i'm using the same file structure, and locating them locally on the server,
and configuring the iis to link into the local folder, it's working perfectly.

any sussgestion where and what should i look for?
any suggestion what might be the problem and how can i fix it?

thanks ahead!
Yaron.