Do we support NAS storage devices for our products ?

one of the customers need to index a NAS storage shared directories through SharePoint .  

WE DONT SUPPORT THIS unless it is saved on a WHQL qualified device

You can get this from this KB http://support.microsoft.com/kb/908956/en-us

 

SQL Server Doesnt like NAS as a storage : yes it doesnt

Also you can refer to this KB http://support.microsoft.com/kb/304261

A network attached storage (NAS) system is a file based storage system that clients attach to through the network redirector by using a network protocol (such as TCP/IP). If access to a disk resource requires that a share be mapped, or if the disk resource appears as a remote server through a UNC path, (for example, \\Servername\Sharename), on the network, then by default, the disk storage system is not supported as a location for SQL Server databases.