In the Finder, click "Go" > "Connect to Server..."
In the “Server Address” box, type:
Click “Connect” and enter your password as prompted. If you trust your computer’s security (i.e. not on a Mac with one local account shared by many), you can press the "Options..." button and tick the box that says "Add password to Keychain". This will allow the computer to fill in the password for you in future.
Automounting the Server
Once you've made the connection, start up the System Preferences application and click:
"Login Items" (OS 10.2)
"Accounts" followed by the "Startup Items" tab (OS 10.3)
"Accounts" followed by the "Login Items" tab (OS 10.4)
Then simply drag the server icon from the desktop to the login items list (i.e. the list in the middle of the window categorised as item, kind etc).