File Download Questions

In the past I have used Response.FastWrite(FileToStr(myfile)) to download files using web-connect (after properly configuring the header for file downloading). Today I changed my code to use DownloadFile() and I get the following message which I never got using the FileToStr() function. The file is actually located on another server and is accessed using UNC names.

"Couldn't read the requested file on the server. Most likely permissions don't allow access to the requested file."

1) What security setting need to be changed to make DownLoadFile() work correctly.
2) Is there a limit to the size of file that can be downloaded. I want to be able to download files in the 100's of megabytes. Ideally I would like to download any file size.

Thanks,
Simon