Using RAS

Hi
I am running W2k server and have set up RAS to allow incoming calls. When i dial into the server up pops a box asking for username password and domain name…..when supplied i am connected to the w2k server. But if i try to connect to a share (by start …. run \\server ) or similar, up pops another box asking for a password….my question is where do i set that password….????