Best Solution:
Run the application locally, instead of running from a shared folder on the same server. This prevents the issue from occurring, which indicates this is an operating system issue.
By running the application locally on each workstation, this will require a distributed or client/server model for application updates as opposed to a centralized model (that was possible before with a shared folder location/UNC path). There's a sample Delphi Code Central project available to help template the basic functions of an "updater" application:
Application Update Helper
Possible Solution:
1. Add compiler directive to application project:
{$SetPEFlags IMAGE_FILE_REMOVABLE_RUN_FROM_SWAP}
This directive will force the program to be entirely loaded into memory, and may prevent the external exception from occurring randomly.
Microsoft has published a hot-fix (referenced at http://support.microsoft.com/kb/818528) to address an instance of the issue reported at http://support.microsoft.com/kb/294816.
Note: Avoid local server connections. The cause for external exception C0000006 could result in corruption if using local server connections to a shared path.