Sounds to me like you're saying "I connect to a Windows server, but after a restart, I am no longer connected". That is exactly normal behavior.
It is possible to set network volumes to automount, but if you should ever be away from that network, then it will cause delays on startup as it tries to connect to a server it can't reach.
Instead, be sure that you add the password to the keychain when you log into the Windows server, and if you like, make an alias of the mounted server so that you just have to double-click to mount it.
tooki