Mapped Network drive has an autorun feature (why?)

Little back ground:
Recently we upgraded all our employees computers from Win2K machines to
WinXP Pro (full hardware upgrades for every machines as well, so this is new
out of the box stuff). The file server, Win2K Advanced Server, remained the
same.

Originaly there was a batch file we kept on the severs that had NET USE
commands to map the drives for all the clients and they would just run it
from the start up group (\\server\share\batchfile). Security of the server
is based on the relying in the trust of our employee,s no one is required to
log in and the network shares are not password protected directly.
Translation: no domain (PDC), no roaming profiles, no passwords for the users
to get onto their machines, simple read write access for everyone. (This
security issue is a project in the works to resolve, hopefully sooner rather
than later... but I don't think this is the cause of the problem I am seeing).

The commmand used was
NET USE U: \\server\utilities /Peristant:yes

Obviously we had more drives than that mapping (4 in total).

Onto the problem:
With WinXP pro running the same commands; of the four drivers mapped two of
them behave as intended and two do not. When you double click on the two
maps that don't behave correctly, from 'My Computer', you are prensented with
the "Open With" dialog window. From that window you are allowed to select
internet explore and say open and it opens just fine, but you have to do that
everytime you double click the mapped drive to open it. The "Open With"
dialog box has the "Always use the selected program to open this kind of
file" check box greyed out.

On inspection of the right click option of the drive from 'My Computer' the
maps in question have an "AutoPlay" option. I did discover and remove the
autorun.inf file from the root of those shares, but having done that and
rebooted the client the problem presists, including the "AutoPlay" option on
the right click menu.

I am truly perplexed as to why WinXP is not reading the mapped drives
correctly but Win2K does (or atleast why they don't act the same way).

Thank you for your assistance and insight into this problem.
GM2