Shortcut behaves different vs Start\Run \\serverXX

Hi,

I have a 2003 Enterprise server SP2 32bit running here. On some computers,

that aren't part of the domain, and not always, when I go to start \ Run,

and type \\server to open the shares I should get prompted for a password

(or a list of shares if I already authenticated) but I get a message:

\\server is not accessible. You might not have permission to use this

network resource. Contact the administrator to find out if you have access

permissions.

An unexpected network error occured.

If I go to the server through a shortcut to \\server , or through Network

Places, I can access it just fine.

This happens on XP Pro SP2 & SP3 & Vista Business SP1

Why the difference? Shouldn't it all be the same?

David