.NET에서 지원하지 않습니다.
Win32 API를 쓰셔야 합니다.
아래는 예제 코드입니다.
네트웍 드라이브 연결과 끊기입니다.

Public Declare Function WNetAddConnection2 Lib "mpr.dll" Alias "WNetAddConnection2A" _
( ByRef lpNetResource As NETRESOURCE, ByVal lpPassword As String, _
ByVal lpUserName As String, ByVal dwFlags As Integer) As Integer

Public Declare Function WNetCancelConnection2 Lib "mpr" Alias "WNetCancelConnection2A" _
(ByVal lpName As String, ByVal dwFlags As Integer, ByVal fForce As Integer) As Integer

<StructLayout(LayoutKind.Sequential)> _
Public Structure NETRESOURCE
Public dwScope As Integer
Public dwType As Integer
Public dwDisplayType As Integer
Public dwUsage As Integer
Public lpLocalName As String
Public lpRemoteName As String
Public lpComment As String
Public lpProvider As String
End Structure

Public Const ForceDisconnect As Integer = 1
Public Const RESOURCETYPE_DISK As Long = &H1

Public Function MapDrive(ByVal DriveLetter As String, ByVal UNCPath As String) As Boolean

Dim nr As NETRESOURCE
Dim strUsername As String
Dim strPassword As String

nr = New NETRESOURCE
nr.lpRemoteName = UNCPath
nr.lpLocalName = DriveLetter & ":"
strUsername = Nothing '(add parameters to pass this if necessary)
strPassword = Nothing '(add parameters to pass this if necessary)
nr.dwType = RESOURCETYPE_DISK

Dim result As Integer
result = WNetAddConnection2(nr, strPassword, strUsername, 0)

If result = 0 Then
Return True
Else
Return False
End If
End Function

Public Function UnMapDrive(ByVal DriveLetter As String) As Boolean
Dim rc As Integer
rc = WNetCancelConnection2(DriveLetter & ":", 0, ForceDisconnect)

If rc = 0 Then
Return True
Else
Return False
End If

End Function