File access problem while using BULK INSERT

I'm creating a script to automatically convert a large mess of data.  Here's a test query I was using to bring a file into the database:
INSERT [ImportTestTable]
SELECT a.*
FROM
OPENROWSET(
BULK 'D:\TestFile.csv',
FORMATFILE = 'D:\TestStyle.fmt',
FIRSTROW = 2
) AS a;
SELECT * FROM ImportTestTable
I've used queries like this on other networks and machines before, but when I run that query on the particular machine I'm working with now, I get the following error:
Msg 4861, Level 16, State 1, Line 13
Cannot bulk load because the file "D:\TestFile.csv" could not be opened. Operating system error code 21
(The device is not ready.).
Here's some relevant facts I can think of that might help:
I am running the query from SQL Server Management Studio on a remote machine running Windows 7 Ultimate.  I am connected to this server using SQL authentication.  I believe we are on the same domain / network.  I am not the DBA.  I do
have the permission "Administer Bulk Operations" explicitly granted to me by the DBA.  The user I am currently logged in as in windows is capable of opening, editing, and saving the file in windows explorer.  The format file is a NON-XML
format file.
Any pointers as to where to look for more detailed information would be greatly appreciated!

I know this is a little old by now, but this is what I used just this week:
bulk insert [dbo].[Test_Table]
from 'C:\Documents and Settings\rshuell\Desktop\Test_File.txt'
WITH (
FIELDTERMINATOR=',',
ROWTERMINATOR = '\n',
KEEPNULLS,
FIRSTROW=2
That worked fine for me.
Of course, we Naomi stated, the file has to be ON THE SERVER.  Or, if you're using an FTP site, for instance, the path would have to point to the FTP site.
Knowledge is the only thing that I can give you, and still retain, and we are both better off for it.

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