Is this a resource that you use often? Assuming XP, you could just go to user accounts and then go to your account and then to "manage my network passwords". Put in the server and what username and password you want, and then whenever you connect to that machine, it will pass those credentials.
I use this A LOT to connect to Samba shares on Linux and OS-X machines from my XP box.
Oh, and just like MrChad said, if you are going to use "net use", you can do so with a syntax similar to:
net use \\server (or \\server\share) and omit the drive letter.
Joe