Yep, from a command prompt user the net command.
net use \\othercomputer\share password /user:username
For example:
net use \\server\shared pa55word /user:mike
The net command needs to be issued before you try to connect to the other computer and you can run it from a batch file or whatever if you like. When you issue the command, the authentication using net will stay in place until you restart your computer.