First your MAC has to be joined to a Windows domain. A lot of step-by-step tutorials can be found on internet, just like this one:
www.themiddleground.net/featured/how-to-connect-a-mac-osx-10-6-to-a-windows-domain/
Note it may differ depending on your system version.
When connecting to server please use server address like this one ( Go To -> Connect to server ):