Connecting to network shares in XP

When I log on to my XP Pro box, I always get the message "could not
connect to some network shared drives, click here to see available
drives" (or something close to that). When I click, the drives are
always available.

So, I want to do two things. 1) Automatically connect to these shares;
2) Not show this message if they don't connect (I have another box with
W2K and I never get a message, even when a share is not re-connected to
(i.e. I'm working offline).

Any help?
Thanks
Doug