So there was nothing in the box, so I created and entry.
Of course, it didn't work, but in my experimentation I stumbled over making it work.
I disconnected the share, and then rather than use the "map network drive" box I typed the server\\share into Explorer.
That gave me to name/password box, which included the option for saving for later.
That in turn created a correct entry in the "Stored User Names and Passwords" dialog.