repository on network share

[Marty]

I'd like to use Tortoise CVS, putting the repository on a network
share.  Everyone's work area (sandbox) would be on their own machines,
we would not share sandboxes.
I need clarification - I know and understand that we should not share
sandboxes. But I hear also that we should not use a network share for
the repository?  Is that true, and if so, how else would a group of
developers (in the same building) create the repository?  Thanks