Searching Network drives

When I go into Control Panel | Indexing Options | Modify, the "Show all locations" button is disabled. Also going through Advanced | Select New, does not allow selection of folders from network.
How can I add a network drive for indexing?

What kind of network setup do you have? I have an XP machine and a Vista machine behind a router using simple file and printer sharing. Vista wanted to index everything without me doing anything. I'm on the other side of the coin. I turned all that indexing stuff off. That's why I'm wondering if you're not on a simple home network. Otherwise Vista would index 24/7!!