can't upload file with IE8 from network drive when IE internet security is enabled

We have a windows 2008 terminal server and I installed IE8 on it.

When browsing for a file to upload with a webapp(for example attach a file to an email with www.hotmail.com), I can't select a network drive. Message is access denied.
However when downloading a file I can save the file on the network drive.

This is the case with every user, even the domain admin.

Things I tried
- I created an user to which the user GPO's where not assigned. Just to make sure it wasn't a GPO setting.
  Same problem (the computer GPO's don't set anything special. Just profiles, language, colordepth and that kind of things.
- When I disable the security settings on the internet zone I'm able to upload a file from the network drive. However I wasn't able to find the correct setting in the interner zone to    upload the files without disabling the complet security for the internet zone.

Hope somebody has a clue how to resolve this issue.

Thanks in advance

Tim