You could be accessing the company data on a mapped drive.
Is Sage installed on the workstation you are running the integration on? The error you are getting is typically a registry issue. Our team suggests re-installing .NET and then the Sage client on the workstation the integration is on. If you can run the Sage client on the same workstation, the integration should be able to connect. (Even if the client is installed and functional this could still be a registry issue so you should definately try re-installing .NET regardless.)