When you click the "Install Samba" button in the "Share" tab for dolphin it doesn't install libpam-smbpass, which allows you to use the local user credentials when connecting to a shared folder from a remote computer. Nautilus actually does two package installation calls to get all of these bits, one for samba itself and another for libpam-smbpass, which is how I noticed the missing dependency and then verified by looking at the installed samba packages on Ubuntu versus Kubuntu. I also installed the missing package and verified I was then able to connect as expected.
ProblemType: Bug
DistroRelease: Ubuntu 11.10
Package: dolphin 4:4.7.1-0ubuntu3
ProcVersionSignature: Ubuntu 3.0.0-12.20-generic 3.0.4
Uname: Linux 3.0.0-12-generic x86_64
ApportVersion: 1.23-0ubuntu3
Architecture: amd64
Date: Sat Oct 22 16:14:19 2011
EcryptfsInUse: Yes
InstallationMedia: Kubuntu 11.10 "Oneiric Ocelot" - Release amd64 (20111012)
ProcEnviron:
LANGUAGE=
PATH=(custom, user)
LANG=en_US.UTF-8
SHELL=/bin/bash
SourcePackage: kde-baseapps
UpgradeStatus: No upgrade log present (probably fresh install)
Status changed to 'Confirmed' because the bug affects multiple users.