This error message is due to the invalid path in the procedure.
The network path specified in the procedure requires authentication and sql server didn't get the valid credential to access the file so its creating the error message.
So the solution would be something as below,
Specify the credentials in procedure to access the shared folder.
or
If you are unable/ don't want to set the credential, just remove the password protection from the shared folder.
Hope this might help you.