You must publish a form to a shared location but also specify the url or UNC a user will use to access it.
So if publishing to \\server\share you might need to specify a different access method is users use mapped drives or access it via a web server. If they try to access via a mapped drive and it was published as a UNC, it will not work or vice versa.
Also if using IE the server must be in the inranet or trusted security zone. That could be an issue that would block as well but this is more often with data connections.
Otherwise just general file permissions would apply.
Hopefully that can help you pin point the exact issue.