Here is what I would try... may not work, but it would be a good experiment. 

Go to IIS and create a virtual directory inside your portal root (c:\dnn\portals\1\).  This virtual directory will point to the WHS shares.  Go and get File Links from Ventrian.com.  It will cost a small amount for a subscription but it is worth every penny and so much more.  Point File Links to the directory if it is there.  If the directory does not show up, try doing a recursive files sync from the DNN file manager.

File Links from ventrian is fully templateable so you can make your downloads page look any way you like.

Mike

 Just to answer some questions.... 

I didn't get a chance to try out the suggestion by Mike Cox... that sounds like it could work.

I am aware that WHS has a built in file server.  I use it all the time.  I just started playing around with various websites hosted on the server.  I'm old school HTML but I thought I'd give DNN a try when I stumbled on it.  What I'd like to do is make a custom file server.  The built in file server is ok but (too the best of my knowledge) cannot be changed.  

I actually have 2 versions running.  1 I installed the normal way.  The other I installed using Visual Web Developer and the starter kit.  I'm using SQL 2008 Express with the lastest free version of DNN.  

Thanks... I tried the module.  It's a great module BTW.  I'll have to try and modify the network service.  As is... when instaled I get the "outside the home directory path. This has been disallowed by the host error"  

Basically I'm having the same problem as everything else I've tried.  Can't intrate to the WHS shares because a remote login directly to the WHS is required in order to access the files.