That is right. Explorer.exe is the program to start.
To get the password from the customer, you could write a loop and check until @ERROR = 0.
 Code:
Do
	If 0 <> @ERROR
		CLS
		"Wrong password, try again: "
	Else
		"Give your password (blank = Cancel): "
	EndIf
	Gets $RC
	If NOT $RC = ""
		Use "\\server" /USER:"server\UserID" /Password:$RC
	EndIf
Until 0 = @ERROR

By working with Get and evaluate the input, I think you can even hide the password on the screen.