Failure to connect to admin share pops up dialog

Question

I'm having an issue with a curious error message when accessing the administrative share on a remote machine. Specifically, the client is logged in as the domain administrator on the machine A, and runs some code that tries to access the admin share on B (a domain member).

The access is done in .NET, along these lines (though I am not sure if the method of access makes a difference):

string path = @"\\B\admin$";
if (Directory.Exists(path))
{
    try
    {
        path += @"\temp\";
        if (!Directory.Exists(path))
        {
            Directory.CreateDirectory(path);
        }

        path += "myfile_remote";
        File.Copy("myfile", path);

Now, on some machines this fails. That is not a big problem as we have a fallback. I'd like to know why but it is not the real issue.

The problem is that running this piece of code causes a dialog box to pop up for the logged-in user on B, saying "network error trying to access \\B\admin$\temp\myfile_remote. Contact the network administrator and ask for the correct permissions". Unfortunately, it is a foreign language Windows so I'll spare you all posting a screenshot. It is skinned like a standard Windows dialog box.

Why exactly is that dialog box popping up for the user and is there anything I can do about it?

Edit to add: B is a Windows 7 Enterprise installation. The client is not aware of any GPO policies being installed. There is AV from Trend Micro installed.