How can I open Windows network links on Mac OS X?

Under the finder menu, choose 'Go' -> 'Connect to Server'.

In the box that appears you need to type the path to the SMB server share.

SMB stands for Server Message Block, which windows understands.

The path would look like this...

smb://ServerName/SharedFolder

I have done this on OSX Tiger and Lion.

There are many tutorials available, such as this one on lifehacker

I've used WinShortcutter in the past - seems to work OK. This will allow you to open Windows style UNC paths (\\servername\path\to\directory) when they appear in emails, etc.

Also, if you connect to the local domain, you can configure UNC paths to work in Mac OS X.

You can connect to the domain by going to System Preferences>Users & Groups>Login Options and click the Join button next to Network Account Server. Type in the name of the domain and press enter.

You can then click the Open Directory Utility button and select the Active Directory option and click the pencil button to edit. Verify that you are bound to the domain and click the Show Advanced Options button. Make sure that the Use UNC path from Active Directory to derive network home location is checked and select SMB as the network protocol to be used.

Hope this helps.