sure, when you go to my computer and from the tools menu select map network drive. It has options for drive letter, path and there is a blue link there that says something like sign-in as a different user. When this happens for the username you should put something like:
then, for the password, whatever the password on that computer is. Also, it is helpful if the computer sharing the files is also a Windows XP Pro machine.
I'm on vista, but here is what it sort of looks like.