Make a document library that with links to filesystem

Question

I want to make a "master" list or document library on our sharepoint site of links that point to various documents on across our different sites but also ones located in the filesystem eg. \someshare\somefile

I would like have to have the ability to sort these links in folders. I know I can use a list and set the group by columns, but that only gives me a folder structure that is 2 levels deep.

The "Link to Document" content type that can be added to a docoument library works fine for point to documents in sharepoint, but it requres that the url starts with http or https. Is there any way to add a link to a document library that will point to files located on a network share? Note: Due to some large file sizes uploading these files to sharepoint is not an option.

Thanks in advance.