Thanks Alan. The method I am currently using works but I have to keep changing the IP every time I switch the computer back on, and I just want it immediate on without having to go through the hassle of looking for the computers IP everytime I turn my computer on.
It's obviously not a major problem, but I preferred the method with the "Windows Sharing" on OSX 10.3
EDIT:
Just read the part about the name being used as you said, and tried the "Connect to Server" method with the computers network name instead of it's IP, and it works, so this is no longer a problem
I still can't work out why they removed the "Windows Sharing" option in the preferences.