The good news: Nothing is wrong with your server. :)
On server 2008, the patches WILL install properly if you use the local Administrator account, and not another account with admin rights, otherwise you have to manually click Run As Administrator. I was told by one of the devs on the installer team that this is documented somewhere in the install guide, but it's very weird that the setup.exe files don't launch a UAC to escalate you to the secure token associated with your account.
In short, the server is not configured incorrectly, you're just seeing some weird interactions in the way NetBackup's installers work.
The reason you can't access the files on the file server mapped drive is because your connection was made with the "user" security token, not the "administrator" security token. On Windows 2008/Vista/7 a user in the Administrator's group really has two security IDs, and the UAC (or manual Run-As) process switches between them. If a drive mapping is made with one ID, it may not be available to the other ID. There's a Microsoft KB article about this somewhere, but you can either access the files via a UNC \\server\share or copy them locally, as you've seen. The other solution would be to turn off UAC, which basically removes the "user" security token and runs you all the time as the administrator token. Think of UAC as sudo, since you're coming from a UNIX background. With it turned off, you're running all your programs as "root".
