If you have problems connecting to a server using the "Connect to..." dialog box in the Finder (with the server known to be functional, and working from other accounts on the same machine), try deleting the invisible file ~/Library -> Preferences -> .GlobalPreferences.plist by typing the following in the terminal:
rm ~/Library/Preferences/.GlobalPreferences.plist
Back story: When connecting to my local file server, I entered the IP address in the Connect to... dialog, and clicked Connect. When the login window popped up, I clicked on the Options button and entered some (apparently) bad settings and saved. Im my case, I turned off 'Clear text passwords' and enabled SSH. Normally, if this doesn't work, the Finder will tell you. In my case, it didn't, and it saved those prefs.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20041031123642873