I have the same issue. My way of sorting this out
- Open caja
- Click File - Connect to Server…
- In the Connect to Server dialog box select Windows share as Type
- Enter the Server name
- Enter Share (name)
- Remove the / from the Folder field
- Enter the Domain Name (usually or if not really configured WORKGROUP)
- Enter User Name and
- Enter Password valid for the share
- Check Remember this password
- Check Add bookmark
- Enter a Bookmark name
- Click Connect
The share will automatically be opened.
When you open caja and want to access your share(s), click Bookmark from the menu bar and select any of the share bookmarks to make them available.
I went a step further and installed gigolo. By using Gigolo, all the shares / network bookmarks are mounted automatically when I start my PC.