What program on windows are you using that converts standard SMB/CIFS notation into standard UNIX notation?
/mnt == unix instruction to OS to mount something as an installable unit.
/HD == unix instruction as to what to mount.
/HD_a2 == unix instruction indicating root directory of hard disk 2.
/Movies == a unix case sensitive directory off of the root of a hard disk.
\\IP address == on most OSs is the equivalent to the unix /mnt/HD/HD_a2 in your case.
\Movies == is the same directory as /Movies in your case.
When you say access it depends on what you want to do how you do it.
The simple way is to open 'WindowsExplorer', scroll down to 'Network' and expand it and look for something like Volume_1 on DNS-320L or Dlink-xxxxxx (where the xxxxxx are the SMB name of the NAS), expand that and you should find your Movies directory (assuming it is not set as hidden).
The other way is to download and install FileZilla and use the IP address if the NAS to see all directories (assumes the FTP server of the DNS-320L is started). Select the Movies directory and a directory on your PC and you can then transfer files between them with ease.