Well there is a problem. It's not the right way to work with Sharepoint. Consider this because Sharepoint supports WebDAV this is perfectly valid.
http://sharepoint.domain.com/Documents/or
\\sharepoint.domain.com\Do
cuments\
Also there are free web parts (with source code) like this that upload directly to Sharepoint properly:
http://spupload.codeplex.com/So with options like that why would someone upload to the file system when Sharepoint doesn't support it? I think it's because the web part developer understood ASP.NET but didn't understand Sharepoint and basically created a hack solution.
Any files uploaded to the file system will not be included in Sharepoint backups and will not be searched by the Sharepoint search engine.
If you hired someone to build the web part, ask them why they didn't do it the Sharepoint way.