Open Remote requires that you have the file open and hosted from one computer so that others can then use Open Remote to find and open the file. You'll need to check your sharing settings for FileMaker on the Host computer and also for the file being shared.
What you see, I would guess, is due to trying to go to a shared directory and open the file. I strongly suggest that you immediately stop doing that. According to FileMaker tech support, trying to share files like this risks damaging the file.