|Is this an active directory integrated Windows domain?|
Is the server running an actual server OS (operating system) or is it an XP PC? If server OS, which one?
If this is a workgroup and not a domain, you'll want to create a user account on the 'server' that reflects the login credentials of the PC you wish to connect to the share with. What I mean is, the user account should have the same username/password used to login to the other PC at bootup. Add that user account to the share and you'll no longer be asked for a username/password when connecting to the share.