Network passwords won't store

Hi,

Having probs with a new laptop running XP Media Centre Edition. We have
a password protected share on the network and it refuses to remember the
login / password. Looked in the "stored user names and passwords"
function of the user account and none are listed, and there isn't an
option to add one!

The user is logging in (on the laptop) with an account that has admin
privileges.

Any ideas? Is there some hidden security type function that may be
preventing the storing of passwords?

Regards

Jeff