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.