Turns out permissions are missing.

For each share the document requests you make, you need to add NT Authority\System with Read/Write permissions (Package$ in particular). Found this out through the comments on the deployment guys site (which the original post was to videos you might find interesting)

http://blogs.technet.com/deploymentguys/archive/2008/03/20/sccm-2007-and-microsoft-deployment-toolkit-video-walkthrough.aspx

Hope this helps!