Make sure that you can telnet to the remote server. I would also try to connect to the remote server via sqlcmd. You may have a firewall blocking the connection. Also the sql server services will need permissions to the share/directory, in order for you to write a file to it.
Another thing you should consider is using an SSIS package to export the data to the remote share. Generally is not a great practice to use xp_cmdshell to export the data. You can do everything you are trying to do via a simple SSIS package. As an added benefit this also minimizes security risk because you can disable xp_cmdshell.