First you have to connect to the server in the first place. In Finder select Go->Connect to server. Put in your credentials or select guest for anonymous login. This will create a new shared locaion in Finder.
|Select the share to open|
Now to make it do that when you automatically login. Open System Preferences, Select Users and Groups then select your user from the list of users. Then select the Login Items tab. Click the + button below the list of Login Items and then browse to the Samba share you wish to open automatically. It will then appear in your list of Login Items and problem solved.
|Add the share to your Login Items|