Codeplex (and Gepsio) user matthewschrager recently submitted a patch for a rather old issue that caused paths of the form "file:///C:/blah/blah/http://blah/blah.org" to be created in the LinkbaseDocument class’ GetFullLinkbasePath() method when filings that reference remote documents are stored locally. This caused a NotSupportedException to be thrown.
I have just applied this patch and have checked in a fix for the issue. The fix will be available in the next release (currently planned for Jul 2012). If you want to grab the code ahead of time, feel free to grab the latest source code here.
Many thanks to matthewschrager for sending in a patch!