Hello...
If you are running SharePoint v2, this is not possible. The reason for this is because everything that gets saved to your SharePoint site actually resides inside of the SQL database. Now, you can change the location of your SQL files to reside on the NAS, but users would not have direct access to the contents of those files. They would still have to go through SharePoint to access the content.
If you are running SharePoint v1, you can achieve this by creating your root folder in IIS to point to whatever folder you want on your NAS. After extending the site to run SharePoint, all files saved to the site will get saved in that root folder.
The way SharePoint v1 does the saving of content is actually very nice when you have people on the network needing access to those files directly. The reason it is different in SharePoint v2 is because this is not the most effective way to have it in a large scale environment (server farm). In the server farm, you can have 6 or 8 front end web servers dishing out content that is being pulled from one central location (SQL Database). And really, only a small amount of files are even on the web servers to allow SharePoint run. That way, if one of your web servers goes down, all of your SharePoint sites are still up and going. And probably the best part of all, you don’t have to worry about synchronization of the files located on each of the web servers.
Well, I hope some of that helped!
-Jason