Access Db on a shared location.

[Roberta]

Hello,

I created an Access XP database with no restrictions.
There are 20 users accessing this database on a shared
drive and there are no complains so far.
An agency outside our company needs to have access to this
database. I was told that data security management gave
them user name and password.
They see the drive and the database, but when they try to
open the database, a message pops up "Microsoft access can
not open this file.This file is located outside the your
intranet or on an untrusted site. Microsoft Access could
not open the file due to the potential security problems.
To open this file, copy it to your machine or an
accessible network location."
When they copy and paste the file to their desktop it
works, but where is the problem in order for them to open
and make the changes directly to our database on our
shared drive? IT group and data security management are
addressing this problem to me, and I don't have any
solution.

If anyone knows how to solve this problem or at list where
I should address to, please help.

With appreciations.
Roberta