Setting Shell Folders To Network Locations

I have a number of PCs connecting to a server where we house our personal folders. The server also houses music, basketball games, our photos, applications (like drivers and updates etc). On XP and vista I could update shell folders in registry to point each of the various locations (Like My Videos, My Documents, My Pictures etc), to a location on the server.

I updated the shell folder locations in registry only to find that it says location is unsupported because the network locations are not indexed

I have turned indexing off because it is a total waste of resources. We have everything stored on separate drives by category of item. For us, sedarching is not required, stuff is easy to find.

So how can I point the shell folders to a network location without turning on indexing?