Serge,
Use Keychain AutoUnlock: it's the best. The problem is most likely that you have some aliases to server volumes in the "Servers" folder in your System Folder. These aliases get created when you check the "Mount at Startup" box in the AppleShare Chooser.
You should get rid of any aliases in the "Servers" folder (it's generally empty), and use KeyChain AutoUnlock's mechanism to auto-mount server volumes, which is explained in the documentation that comes with it.
If another startup item that wants to access a server volume is launching before KeyChain AutoUnlock, that can also cause the same symptom. In that case, just put a space or two in front of the alias to KeyChain AutoUnlock to make it launch first.