Here at CERN we use AFS for our home directories on Linux, but the windows stuff all uses DFS with https webdav voodoo.
Discovered on Ubuntu 10.04 that if I save a nautilus bookmark with:
it totally fails to connect. The correct syntax is simply:
and put in *both* your username and password when prompted.
Oh, and they're stored in ~/.gtk-bookmarks incase you need to edit them :-)