I don't know if the security issues will be any different, but you could try remotely launching a .bld project or script on the remote computer to create the virtual dir local to that machine, using the VisBuildPro Project action (if VBP is installed there) or a Run Program action.
http://www.visualbuild.com/Manual/vbpremotetab.htm
http://www.visualbuild.com/Manual/programremotetab.htm