What I could do was create a folder in my home directory (let's call it XYZ) and then, in Terminal, use the following:
mount_smbfs -W DOMAIN //USER:PASSWORD@MOUNT/SHARE /Users/YOURUSERNAME/XYZ
Replace the words in CAPS with the appropriate ones for your circumstances. This essentially mounts the share and connects it to the named folder. Which when double-clicked on will browse that share.