The NetBackup Appliance with NetBackup version 7.5.x requires that the DR File be stored on an NFS Mount as well as being Email out. However I found a post out there which shows how to configure the Appliance to Map a CIFS Share instead.
First Drop to Support, Maintanance
Enter Password and type elevate
Create a Folder in /mnt
Then create a CIFS Share on a Windows Server with the relevant permissions. You will need to use a User Account and password to do the mount
Run the following command:
Mount -t cifs //<Servername>/<Share> -o username=<ADUser>,password=<password> /mnt/<NewFolder>
Go to your Catalog job and change the Location to //mnt/<NewFolder>