1) In the OSX interface, go to the Finder, then go to the Go menu, and choose Connect to Server.  For the Server Name enter...

smb://<servername>.andrew.ad.cmu.edu/<sharename>

For example...

smb://randon.andrew.ad.cmu.edu/dfs

2) This will pop up a log-in box.  Ensure the "Registered User" radio button is highlighted first, then log in with your Andrew username and password.