Mapping windows shares in Leopard

I have this annoying problem when mounting a windows share using finder. The mounted drive does not appear in the finder at all. It sits on the desktop as a mounted drive instead. I can drag it into the left pane of the finder manually but it used to just appear there in Tiger.
Is there an option to do that in Leopard? I'm working in a windows environment with my macbook pro and mounting these stupid shares is a pain if I have to drag them into the finder each time. If they are not there, then I can't select them from within any apps to save my documents. It's of no use to have them on the desktop only.

Any ideas?