Hide to Run Command for UNC Access

[JC]

Normally, Web users need to run a command (e.g. \\remote\sharedir)
with username/password in a Connect Dialog to access remote shared file
system
before Web activities.

I'm wondering if it is possible to use alternatives to avoid running
above
command manually for users (all in VPN control):

Assume username/password have been stored in strictly controlled
config file or Database:
1. Scripts (VBScript, JavaScript, ...)
2. ASP page to call an ActiveX (DLL) which handles above
authentication internally
without user's involving for Connect Dialog

Thanks!

JC