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 \\s12\MatchData ) 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.