XFCE (the Thunar file manager actually) can do this transparently (so you can indeed browse to a share and click on a file to open it) provided that the gnome gvfs (gnome virtual file system) packages are installed (which is what I suspect you are missing).

Probably you need to install gvfs and gvfs-backends.

Have a read up on gvfs+thunar and have a look in your package manager.