A: 

When you generate the links in the Web page, do not point directly to the UNC, but to a page of your app, with a parameter to identify the file. In this page, use the same impersonation method to open the file and send its content back to the Web browser.

Timores
Thanks. I used this method and works just fine.This is how I solved (Might help somebody):Created a new page (I used a .ashx handler item)pointed the link to this page with the actual path in query string.processed the request in the .ashx file. this way it uses the impersonation from my config file.
yazz
ashx is perfect for this. I should have included this in the answer.
Timores