Keychain doesn't remember password for network drives

I have an MBP with Yosemite connected to my home network, and I want to automatically mount three hard drives located on a Windows 8 computer also connected to the network.

When I connect using "Finder->Go->Connect to server...", OS X remembers my user name and password, so all I have to do is this move three times, one for each hard drive on the Windows computer in question.

But I don't want to manually add these drives every time I log in or restart the Mac. So I add these network drives to "System Preferences->Users and Groups->My Name->Login Items" by simply dragging their icons from the Desktop to the item window.

But upon login or reboot, OS X doesn't remember the user name or password, and prompts me for it. And it doesn't help that I tick the "Remember password in Keychain" box.

What is going on here? Am I doing something wrong? Why doesn't OS X behave as I expect it to?