Automatic Server Log-In
A good place to start for this issue might be in your sys prefs.
System Preferences -> Users & Groups -> *SELECT USER* -> Login Items Tab -> Select *SERVER NAME* -> click '-'.
If the server name appeared in that tab I would imagine it should fix your problem.
Also, In my time connecting to my NAS I have found if you connect to it and take your computer elsewhere it will give you grief the first time you awake your computer from sleep.