Hi,
Markdmacs script is the one for you, but another way to do this (simplified) would be to:
1 - Create batch file..logon.bat for example
2 - Copy the text below into your bat file(change to suit!)
3 - net use M \\server\myfiles
net use N \\server\morefiles
net use P \\server\evenmorefiles
4 - Place this file into \\server\NETLOGON folder
5 - Either rollout via GPO (run script at startup) or in users profile in ADGU
6 Next time user logs on thie batch file will run..
Good luck
G