A couple of things to look at concerning Win2k not caching your network passwords:
--Do you have the system configured for single user use? To check, go to Control Panel=>Users and Passwords=>Uncheck "Users must enter a user name and password to use this computer."
--Have you tried creating a new profile and trying your connectoid there? It's possible some freak combination of settings in your current profile are conspiring to keep passwords from being cached properly.
--Scrimbo Obeer