Unfortunately
a. you simply cannot connect to an Excel datasource at an Internet URL
(e.g. http://, ftp:// etc.)  In fact you cannot use any file located at a
URL - the file has to be accessed via the Windows file system, e.g. using a
UNC name such as the \\serveur\ address you have or a traditional
driveletter:\pathname name such as s:\mydir\myfile.xls
b. I don't know enough about SharePoint configuration to be able to tell
you whether it is still feasible ot use a UNC type name. I would guess that
the answer is "yes" if the user is connecting to a Sharepoint server on a
Windows LAN, but probably "no" if the user is connecting to SharePoint via
the Internet (unless they are using a virtual proivate network connection)

Peter Jamieson