Here is an interesting issue I came across today and thought I would share the solution in case anyone else has the same issues.
Upon double clicking on a mapped drive letter in "My Computer" or Windows exlporer I was getting the "Open With" prompt window.
As it turned out the pc had a virus that has since been removed by there was some left over registry entries hanging around
I make no guarantee that this will work for you but it may be worth checking.
Open up regedit and search for "MountPoints2". Under that key i found several entries that mached "\\servername\sharename\blablalba There was also a subkey_Autoplay and a Shell key. After deleting both keys it worked as normal.
NOTE: Always backup the registry before making any changes as some changes will render the pc unusable and in need of a reinstall of the OS.