Windows stores the names of previously mapped drives in the registry, this can be a security threat if vulnerable hidden shares are listed. An advantage is that this key can also be used to set default items for list, if for example inexperienced users were required to map common drives, you could store them here.
Open your registry and find the key below depending on your Windows version.
Windows 95, 98 and Me
Windows NT, 2000 and XP
Listed under this key are all the shares Windows has stored for the current user, simply delete the entries you don't want to store or add new ones by adding a new string value, and name it by incrementing the alpha values already in the list. Set the data to equal the drive share you wish to add.
The Usual Disclaimer: Modifying the registry can cause serious problems that may require you to reinstall your operating system. Use the information provided at your own risk.