prompt for username/password for file sharing

I am trying to set up my workgroup of XP Pro computers with a little security
when it comes to file sharing.
One each PC I am setting up 2 accounts (Read and Read/Write) and give them
the appropriate security for the shared folder.
Ideally I want User1 on Computer1 to be prompted with a username/password
when they try to access computer2's shared folders over the network. At this
point they can enter either the Read or Read/Write username and password to
gain appropriate access to the folder/files.

Currently when I am in "My Network Places" and browsing the workgroup there
are some PCs that do prompt for a username/password as soon as I click on
their computer icon, there ones that take me right in to the shares, and
there are ones that deny access immediately. The ones that deny immediately
I assume are using the credentials that I use to log on to my own PC.
Why the difference? what can I do to get it to work the same on all PCs (XP
Pro) to prompt for the credentials?