It is possible to do, but as Whipped said it's a lot easier just to find someone who offers the kind of space you want.
http://www.sectorlink.com <--- if no one else does, these guys will (although I'm not sure of their file sharing policies.)
If you still want to go the route you're thinking of, the only way I know how to do it would be to set up a subdomain on your second host (e.g. fileshare2.yourdomain.com) and set up an A record to point to the DNS servers of your second host.