Trying to figure out networking

So I hooked up the NAS and got both the PC and Mac working.  However, there is a couple things that are bothering me.  First, I can't seem to get the Mac to auto recognize the NAS.  The share section in finder does not come up unless I manually try to search for it.  Second, when I get on networks that are not mine, the Mac decides it's going to tell me several times that a network connection cannot be found to the NAS at home.

I have yet to figure out how things work when it comes to networking.  That's the one thing about Windows I didn't have too much trouble with.  When it comes to Leopard, everything is done for you, at least attempted.  So looks like until I figure it out, I will have to live with the nuisance.