Ash,

First, I would use DCFLDD.  It supports many features that DD doesn't.   

Why are you trying to DD a mapped drive?   You are not getting any slack space or deleted data this way.  Why not just DD the physical drive in either Windows or Linux.  (DCFLDD has been ported to Windows).   

If you are doing a DD image of a directory, you would have to write a script to recreate the directory structure and to DD every file. 

There are situations where using DCFLDD to copy individual files over the network may not be a bad idea.   Here is why.

1.  You can specify a block size and it is possible to achieve a faster copy performance with larger files.   
2.  You can have a log file of each files source and destination hash value.   This is of course is huge in forensics.
3.  You can preserve MAC times.   

Sometimes you do not have an option to do a proper image of a physical device.  This can be the case when you are working with large NAS appliances, busy network servers that cannot be taken down, etc.   You best option may be to do a logical image or a live image.   Live images have their own issues, like bit-shifting.   A live image may not work for a large NAS.

Having said this, there are much better tools that will let you accomplish the same thing.   EnCase in acquisition mode, can create L01 images (Logical Images of a folder).   FTK Imager is free and can also create folder images (ad1).