When you select a server or shared computer in a 10.5 Finder window, a button appears saying Connect as. This allows you to enter a username and password for the server you are trying connect to. Under 10.4, in the case of Windows servers, this dialog also has a text field that allows you to enter the domain your username belongs to. Under 10.5, this text field is missing.
The solution is simple: enter the domain as part of the username, just as you would in the comparable Windows dialog, separating the domain from the username with a back slash ('\').

