One possibility is that you do not have the maximum connections allowed on the share set to the maximum of 10.
If this is the problem, then go to start > Control Panel > Performance and Maintanance > Administrative Tools > Computer Management. In the computer management window, expand the System Tools node, and then click the Shared Folders node. Click Shares. In the right pane, right click the shared folder for which you want to determine the maximum number of concurrent users and then click Properties.
In the "User Limit" Group box, set the maximum number of users that will be connecting to the shared folder. By default Windows XP should have that set at 10... if it for some reason isn't you would have problems connecting. My material here reccomends a maximum of 10, but if you needed more than that you can give it a try.
If this is unreliable because of your hardware, you can try mapping a drive by going to right clicking on start > Explore > Tools > Map Network Drive.
There could be more things causing this but that's what is coming to my mind... I am assuming you have set up user accounts... i.e. start > control panel > user accounts