Yes you have to use the OA ole creation method to open filesystem objects
see BOL
quote:
How to create an OLE Automation object (Transact-SQL)To create an OLE Automation object
Call sp_OACreate to create the object.
Use the object.
Call sp_OAGetProperty to get a property value.
Call sp_OASetProperty to set a property to a new value.
Call sp_OAMethod to call a method.
Call sp_OAGetErrorInfo to get the most recent error information.
Call sp_OADestroy to destroy the object.