From the manual:
Create a shared network folder on the network that hosts the BlackBerry® Enterprise Server. This shared network folder must not be the same network share location that is used for BlackBerry® Device Software, and it must not be located in <drive>:\Program Files\Common Files\Research In Motion.
The administration accounts that you use for the BlackBerry Administration Service must have write permissions for the shared network folder. The administration accounts that run the BlackBerry Administration Service Application Server service must have write permissions for the shared network folder. BlackBerry devices and the computers that host the BlackBerry Enterprise Server instances must have access to the shared network folder.
Is your BAS service running with the BESAdmin account? Are you logging into BAS with the BESAdmin account?