DTS - Schedule - Filepath - Permissions denied

[Jim Andersen]

I have created a dts package. It copies a file from a URL path
(\\server\folder\file.txt ) to a local folder (D:\folder)

It works okay when I run the package. But when I schedule it, it fails with
"Permission denied".

I made an even smaller script that just copies D:\folder\file.txt to
D:\folder\file2.txt. That works.

So obviously SQL server Agent cant access the URL folder.

When I schedule the job I can select a different owner. So (according to the
help file) that would mean I am in the Sysadmin role.

The sql server agent is started using an account that is a member of the AD
group "Domain Admins".
I am also in the AD group "Domain Admins".

So why do I get "Permission denied"?

/jim