Schedule Batch in Workspace - How to set up External Directory?

Hello,
I am using Hyperion Workspace 11.1.1.3 and trying to schedule a batch job. I am stuck in the create new Scheduled Batch wizard. I want to export the report in the .pdf format to an external directory. But currently I don't have external directories set up (the drop down box is empty).
Can someone please tell me where and how I could set up external directories? I looked in Shared Services but couldn't find where I could set this up.
Any help will be greatly appreciated.
Thank You!

I use the local off method but there is another way.
Go to Settings/MIDI and use the  "Instrument Without MIDI Thru Function" selector to pick the device and channel your hardware keyboard is transmitting on.
Settings are on a Per Song basis, they're not global like Preferences are.

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