HELP! Absolute Path help

Ok, so I know this has come up before. A bunch of times. But I've dug through the forums and still can't seem to figure out how to change the settings so that I can use absolute URLS (i.e. http://www.mysite.com/sitedir/image/something.gif) with FCKeditor filemanager.

I'm using the ColdFusion connector. I have an APPLICATION.userFilesPath variable setup, and it works if it's set to /sitedir/image but breaks with an error if I make it http://www.mysite.com/sitedir/image

(The error is something about not having permissions to create a directory when the file browser loads)

Any ideas how to fix this? Help me keep my sanity!

Thanks!
Jake