Access to shared network resources via SSL VPN with non-domain machine

Does anyone have experience establishing access to network shares through an SSL VPN connection on a machine that is not a member of a Windows AD domain?  

If I use a machine that is a member of the domain, everything works fine when I log in with a domain user account.  If I use a machine that is not a member of the domain and I login with a domain account, Windows asks for the username and password again when accessing a network share.  This issue prevents drives from being mapped on this type of machine without user interaction.  It does not matter if the drive mapping is being executed by a login script within the configuration of the FortiClient or if the drive map is executed manually.

Radius and LDAP authentication both have the same problem.