I am working at a site with Windows Shares and had to remember how to connect to those shares from
my MacBook Pro. So a little hunting and voila I am now connecting to Windows Shares no problem.
Here is the Apple document on [How to connect to Windows File Shares](http://support.apple.com/kb/ht1568), which is archived at Apple but no longer updated. That said the trick that worked for me was to use the Samba/SMB share like this from Finder->Go->Connect to Server:
Filling that in with the proper info for DOMAIN, User, ServerName/ShareName presented me with a password prompt and I was off and running with access to our Windows Shares.