multiple request for user name and password

When a user on win xp logs in to their machine, they are asked for
username and password, then when they try to connect to the shares I have
setup on my samba server they are asked again.
how can I have it so that uname and passwd are only needed to be supplied
once.
Users have same login and pass on their linux accounts, encrypted
passwords enabled etc. is this a security = ... option i need to set?
something on the winxp boxes or on the samba server, or is this default
behavior?
sorry if this question has already been done to death, i just
couldn't seem to find a definitive answer on google or in samba docs

regards max