I have an Xbox 360, an MCE box in a WorkGroup and and SBS 2003 Server in a domain.
For the Xbox to see shares on the server I need to create a logon script for the Xbox 360 on MCE. To do this you need to create a script (call it MCX1.bat) in c:\netlogon.
The bat file looks like this
net use <drive letter>: <UNC drive> /user:domain\<domain user> <password>
so I might have
net use w: \\ServerPC\Videos /user:domain\Bob Password1
Now go to Control Panel -> Administrative Tools -> Computer Management -> Users
and select the MCX1 user. In the Profile tab type MCX1.bat (it will know to look in c:\netlogon).
Save and Bob's you Aunty's Husband.