Windows XP Professional offers a Remember my password checkbox when mapping to a network drive, or other password protected network resource.
Unfortunately, once you’ve set a password, the Remember my password box disappears, so future username or password changes can result in repeated password prompts. Here’s how to clear your previously set username and password, and get the Remember my password checkbox back:

  1. Click Start -> Run
  2. Type in control userpasswords2, and press Enter
  3. Click on the Advanced tab
  4. Click the Manage Passwords button
  5. Select the server for which you wish to delete existing settings, then click the Remove button
  6. Click Close
  7. Click OK
  8. Logout of Windows XP, then back in
  9. Connect to the password protected server. You should now be prompted for your username and password, along with the previously missing Remember my password checkbox

The above may work in other version of Windows, but I haven’t tested this out. Please post a comment if you’ve been able to use this procedure to get the Remember my password box back under your Windows version!