I am able to create the linked server but I am getting a message when I attempt to verify the tables or query the tables (files)

The error is:

Server: Msg 7399, Level 16, State 1, Procedure sp_tables_ex, Line 20

OLE DB provider 'Microsoft.Jet.OLEDB.4.0' reported an error.

[OLE/DB provider returned message: '\\Mhc_remote\Groups\mis\BHO\PREMIER\Pending' is not a valid path. Make sure that the path name is spelled correctly and that you are connected to the server on which the file resides.]

The T-SQL statement I am using to create it is:

EXEC sp_addlinkedserver 'Advocare',

'Jet 4.0',

'Microsoft.Jet.OLEDB.4.0',

'\\Mhc_remote\Groups\mis\BHO\PREMIER\Pending',

NULL,

'Text'

GO

What am I missing?