Shortcuts in Dock to AFP volumes keep username – should be using single signon…

We are using 10.5.6 clients on a 10.5.6 OD server. They're connecting to AFP shares. If I connect via the connect to server dialog box, they utilize single signon, if I connect using a shortcut in my dock, they request a username and password. Why would the shortcut request a username and password, when the connect to server dialog correctly uses single sign on?