Actually, yes, you can. But it has to be done using a third-party application. The one that I use is called RDM+ from
here.
I've been using it since I first got the Bold 9000 and I'm still using it with the Bold 9700 with no problems. It allows you to see the drives on your desktop computer, including network attached drives and CD/DVD-ROM drives. It also allows you to remote control the desktop, though, depending on your eyesight it might be probematic (I have 20/20 vision and have never had a problem).
One caveat, though minor: you have to install a desktop component in order to access your desktop from the BB, but it's SSL secure and I've never had a problem.