When you try to connect from one Windows XP computer to another, the
computer you're on tries to use your name and password to connect. So
if that combination is valid on the computer you're trying to access,
you won't be prompted. If you use a different name and password, you
will be prompted.
Having to provide name and password is something of a nuisance, but
really helps security.
I gather you can actually read the shared folder, but were concerned
about why you needed to provide name and password. If so, then your
subject is misleading.
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Robert E. Zaret
PenFact, Inc.
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Boston, MA 02116
www.penfact.com
Useful reading (be sure to read its disclaimer first):
http://catb.org/~esr/faqs/smart-questions.html