First you need to create a domain user for this member (on the domain from site A) and assign the proper right for the shares that must be accessed by this user.
1) After, you can create a small batch file on the client side like follow:
net use * \\servershare\sharename /user:domain\memberuser
This batch must be run every time when the user want to access the domain share (double click on the batch). The user must enter the right password in order to connect to the shares.
When the user finish to use the share is better to have another little bach file that contain:
net use \\servershare\sharename /delete or net use drivelettermapped: /delete, this will delete the share to avoid future issues.
2) You can store the domain credentials on the client side on "Manage Passwords". To do this go in Start ---> Run ---> Control keymgr.dll <enter>. On the new windows that appear click ADD and on the Server field enter the shares server IP, under username add the domain name and the user name for the member that was created before (yourdomain\username), on the password field add the passowrd for the domain username. All the user must done after that is to open explorer and type \\sharesserver\sharename or to create a link with the network connection, and will be logged on automaticaly using the credentials stored in "Manage Passowrds".
In my opinion the 2) option is the better one! Please let me know if is good enough for you!