If you have shared folder on another Mac that you are always connecting to, you can make the connection a lot quicker by using an alias. Just connect to the other Mac as usual, and find the folder you use often. Then Command+Option+Drag it to a location on your desktop or anywhere on your hard drive to make an alias to it. Now the next time you want to go to that location, double-click the alias to sign in to that computer and go right to that folder.
Related: Downloads folder behavior, Use Aliases to backup doc folder to Dropbox?, Enclosing Folder, How Can I Re-enable Viewing the Contents Of a Alias To a Folder?, Folder action for Download folder.

That does not work on MacOS 10.5.
It should. This post tip was written for 10.5. Should work in almost any version of OS X.
Nope. Obviously there’s some sort of system preferences setting that’s getting in the way, but when I try to command+option +drag someone’s drop box to my desktop, I can’t. When I create an alias of my own drop box for that person and put it in their drop box, they can drag that alias to their desktop – and then, as if by magic, it turns into an alias of THEIR drop box. This is infuriating, since I’ve been using this method to make file sharing quick and easy since at least the mid-90′s.
The entire Drop Box? That’s a special folder and you can’t use it in that way. Try just dragging and dropping individual files.