Prevent XP access without password

Hello,

I've got this scenario: Windows Server 2008 R2 domain controller with Windows XP professional clients. Now if one client click on start, run and enters the ip address of the domain controller they can see all the shares (they can only access those that they have permission to). I don't want them to be able just to open the server share like that - i want them to be asked for a username and password. Likewise, between all the client machines if you go to start run and enter ip, you can access the other windows xp pro machine no problems. All clients are local admin on their own computers. Can i prevent this through group policy from Server 2008? I don't recall they could do this when we had server 2003 as a DC.

Thanks.