http://www.acc.umu.se/~bosse. Windows driver examples with free source code related to file systems, virtual disks and network communication from kernel mode (HttpDisk, …).
I would look at a container file format. VHD is well documented along with HDI and (embedded) OSQ.
HttpDisk is a virtual disk driver for Windows that uses HTTP to mount disk or CD/DVD images from a web server. It is also a demonstration on how to do network communication from kernel mode on Windows using the TDI interface. Latest news: Allow to mount images without administrative privileges, works better on Windows Vista and Windows 7, support for 64-bit systems. I have put a small CD image here to make it easy to try HttpDisk, use the following command:
httpdisk /mount 0 http://www.acc.umu.se/~bosse/fdbootcd.iso /cd f: … httpdisk /umount f: