We\'ve run into an interesting situation that needs solving, and my searches have turned up nill. I therefore appeal to the SO community for help.
The issue is this:
Rather than WNetUseConnection, I would recommend NetUseAdd. WNetUseConnection is a legacy function that's been superceded by WNetUseConnection2 and WNetUseConnection3, but all of those functions create a network device that's visible in Windows Explorer. NetUseAdd is the equivalent of calling net use in a DOS prompt to authenticate on a remote computer.
If you call NetUseAdd then subsequent attempts to access the directory should succeed.