The following resolves an issue with Windows Vista Home and Windows XP not holding usernames and passwords when mapping a network share to a hosted SharePoint 2010 server.
1) Launch Internet Explorer.
2) Browse to the SharePoint site and login using your credentials.
3) Click on Tools and then Internet Options.
4) Select the Security tab.
5) Select the Trusted sites zone and click the Sites button.
6) Add the SharePoint URL into the zone, deselect the ‘Require server verification (https:) for all sites in this zone’ and click on the Close button.
7) Now click on the Custom level… button.
8) Scroll to the bottom and click on the Automatic logon with current user name and password radio button.
9) Click OK and then Apply and OK again.