How to see shared drives when you can not map a share

A weird title, I know.  Here is the situation that transpired.  I was auditing a system at a client site where we were given admin-level credentials.  I was able to log in to the server through RDP, but try as I might, I could not map a drive to the share that was created for us on one of the local file servers.  It mapped fine on the testing laptop.  The system admins assured me that my credentials were good and that all servers had the same permissions on the subnet.  And, all servers were on the same domain.  My co-worker gave me this tip:

First, map the drive on the local test laptop.
Next, start an RDP session to the server you are auditing.
Enter the address of the server.  But, before clicking connect, click the options button.
On the Local Resources tab, click the drive that you mapped to the share.
Then, you can click connect. 
When you connect, the server you are auditing will be able to see the share through your laptop.  It is sort of like a proxy.

The trick is pretty cool, and worked like a champ for the rest of our testing.