I don't think this is just a problem with your computer. I have the same issue. To be honest, I'm not a fan of filesharing on a mac; I think windows has that down pat.
I like how windows checks at the computer start up to see if it can connect, but if it can't then all you need to do is double click on the drive in my computer and it will reconnect if possible. I hate how in a mac, you need to connect to the drive every time your restart your computer or put it to sleep. I hope Apple has plans to fix this problem in the new OSX and hopefully they take a page out of microsofts book on this one.