Ubuntu 9.04 desktop support accessing remote file system from the places menu. Click on Places->Connect to server . You will get the following pop up.
The different possible server types are shown below.
If you want to connect to a windows share , select the specific options and fill in the details. You can book mark the share with a name so that next time you can quickly connect to the share. The bookmark also appears in Nautilus.
If you want to remove a bookmark , right click on it in Nautilus and unmount it. See the screen shot below.