Sounds to me like the issue isn't with the method being used to access the server, rather an issue with your user / computer authenticating to it since that should work fine.
Have you tried providing login credentials and if so what happens? It's quite possible your XP machine already had them saved whereas your Windows 8 machine hasn't yet had the required settings changed to allow it. How is authentication handled with the
server? Is it just on the network, or is the server and your machine on the same domain?