I just tried to set up an alias for MapGuide / Infrastructure Mapserver 2013. I tried a few different UNC path options (for instance with concluding backslash) but no - it just didn't work. Finally I found my mistake - just the UNC path for the share is not sufficient. I had to add a folder to get it to work.
Does not work:
\\bla.net\fachappli$\MG_DATEN (>> just the share)
\\bla.net\fachappli$\MG_DATEN\Raster (share and subfolder)