This is normal (in my setup) for NAS devices when you map as a network drive in Windows OS.
I have the same on my laptop and pc - I enter the Admin ID and the password and it allows windows to connect
The only real pain in the a$$ is that my pc doesn't remember so I have to type them every time I reboot. I honestly believe it's do to the time delay between booting and network connection and including the "waking up" of the NAS
What should i do?
Other than enter your id and password you used when installing the NAS with the interface/software IDK
JUST NOTICED on your system - in that box it states "Enter your password to connect to: alsanchez" so maybe you just need the password and it might "remember. Please let us know