Hi, I was having the same issue as you, and I was using Vista Ultimate 64bits,
I got it to work by doing this:
1 - Reboot the computer
2 - After you log it will say your mapped drive couldn't be connected and stuff.... ok
3 - Go into Control Pannel, User Accounts, Network Passwords, and add the \\server\share, with the username & password you want
4 - Open My Computer, and access your mapped drive
5 - Reboot the computer
After this, all the time windows boots up it shall reconnect without that f*cking message again
Notice: Its important to do the steps as described because if you only add the server password into the Network Passwords but you don't use it, windows will not store it and will not remember the password the next time you boot.
Enjoy!!
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Forgot to add, the share I was trying to use is on my Slackware Server, it has username & password. My vista logon is the same username, but has no password... *maybe* this helps by vista being dumb and trying to log without password.
I'm glad finally I got a workaround for it to work fine as it should have always been.
Now I still gotta figure out why DreamScene always start saying it found an error (internet explorer was closed incorrectly) even as there never been an error :/ (Always restarted/shutdown the computer fine).
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Oh yea, and just before I forget, *maybe* you will have to do some NTLM trick on Administrative Tools/Local Policy/Local Policy/Security Options/Network Security: LAN Manager Auth Level -> Send LM & NTLM answers.
I tried that solution that i found on google.. and did not try to disable..
(Att: The names may be a bit wrong coz I'm trying to guess what the english name would be, I'm using Brazilian Portuguese version of vista...
)
Good luck,
and regards from Brazil!