I mapped the shared directory to a network drive and that worked indeed. So thanks for the tip ANOON!
Still, this is just a workaround, as trying an UNC-path still doesn't work (like: \\computername\directory\file.mp3).
With the workaround available, the bug will be:
Bug: UNC-path doesn't work, like \\computername\directory\file.mp3, when loading a mp3.
Error message: Playback error: 2
Reproduce: share a folder on a different PC. Use the popup file browser in Audiosurf. Hit "My network Places" and select the directory and a mp3.
Workaround: map the directory to a network drive.