guhas,

There is no concept of connecting to windows if I understand your requirement correctly. However what you need is a way of accessing certain files/folders available on a windows server while logged into unix.
Curious question though. Are the windows and UNIX running on the same machine or on different machines?
The reason as to why I ask is that, one time I had a dual boot PC running Windows 2000 and red hat linux 7.2. When I choose to login to linux at boot time, my windows drives were also visible from linux. I am not sure if this is applicable to your situation, however you may think along those lines. The other thing that I dont recall is the order of installation of the OS's. This might some impact as to what is visible where. Again I cannot gurantee the above statements.

jerardfjay