Any way to restore connect to windows share as a different user?

If you open up your /etc/samba/smb.conf file you should see at the bottom the share definition. Generically it looks something like this:

[share-name]
comment = 
path = /media/[some-name]
read only = No
guest ok = yes

What you want to do is add a "force user" line to that share definition so that the remote user appears to be you:

[share-name]
comment = 
path = /media/[some-name]
read only = No
force user = [your-user-name]
guest ok = yes

Then restart samba:

sudo service smbd restart

Official sources: http://www.samba.org/samba/docs/man/manpages-3/smb.conf.5.html#FORCEUSER

I think that developers have decided to simplify the way "Connect to server" work. With most servers, you should be asked to enter your credentials when you try to access a share... But with some others, you first have to explicitly specify which user you want to use. In fact, in that case, you simply have to use a syntax similar to the one you would use under Windows.

Basic syntax to use in "Connect to server" :

smb://UserNameToUseToConnect@SMBServerName/ShareName/

Example :

smb://franck@myserver/myshare/

Using this syntax, one window letting you enter your domain name and password will appear.

I hope that this will help you to solve your problem. If you still can't provide your domain name and password (no window/error message appears) or else, more information about the configuration of your server might be needed.