You should be able to accomplish this..
Are you using the convert task for this?
Set the server computer as the task host. Whatever folders you have on the originators machines you want these stored to, make sure they are shared folders so the server can access them to save there. (You may not have to do this though)
In the convert task options you can allow the user initiating the task to decide where it is saved as well as some other options. This can be outside the vault wherever they choose.
I'm pretty certain, that this is not possible. The Server machine (or the task host) needs physical access to the requester computer...