I have my cache working correctly located on my Windows Home Server.
I created a share on the server called "DvdInfoCache" and made sure I had read/write access by creating files and deleting them from the client Vista machine.
On the client, I went to the "c:\users\mname\appdata\roaming\microsoft\ehome\DvdInfoCache" directory and copied the XML files there to my share on the WHS.
I then went up a directory level on the client to the "ehome" directory and deleted the DvdInfoCache directory. (I seem to recall I had to kill one of the processes of media center or it created a new cache directory)
After the delete, I used the command "mklink /D DvdInfoCache \\WHS\DvdInfoCache" to create the new link.
The link name needs to be "DvdInfoCache" because, I believe, that is the name Media Center will look for. If it's not named that and in the correct location with the right permissions, Media Center will not find the files.
I have been using this configuration for weeks with hundreds of DVDs on my server and it all works great. All of my MCE Vista machines are linked this way so I can run DVD Library Manager on any of them to keep my collection updated.
This is one great application. Many thanks...