Need help connecting networks

Hi,
I searched for help on google without success. I could really use some help
getting this to work.

We have a workgroup (WG) with a server (SRVA) Win2003 on it and other PCs.
It is connected to a Dell PowerConnect switch and it working fine. There is
a second network (domain) to which we'd like to connect to a shared folder
from SRVA.

So, we installed a linksys router, connected to WAN port to the outside
network (domain) and put our workgroup server in the routers DMZ.

I can map the drive using Windows Explorer and get to the folder I need
opening the file. The problem is we have a program that needs a unc to a
file on that shared folder. The program needs to run when anyone is logged
into the server so I can't use a mapped drive. I can't seem to find a way to
connect to this shared folder on the domain. I added an account on both
machines with the same password. When I click Run As (properties from the
program that has the unc, I try and run as an account on the domain; it
doesn't work becasue it can't validate the account). I guess I could figure
out a way to write a startup script with a net use persistent connection,
but I'm hoping there is an easier way out of this. Any help is greatly
appreciated.

Regards-Michael G.