When running a Windows Server 2008 (or R2) Domain network, you may have a group policy for your users pushing out mapped drive configurations. However on Windows 8, these policies do not apply.
To fix this, open your policies and modify the mapped drive object. Uncheck the Reconnect option, and this will now allow you Windows 8 clients to map the drives with your policies.
Also note that this change, from my testing, won't affect your existing Windows 7 (or older) clients. These clients will continue to map the drives specified.