Irony Fail, Cupertino.
Every time I've tried a couple of times to connect my Macbook Air to my desktop PC, I got only this picture at right. Being an old-school PC user, I immediately recognized this as a Windows BSOD; clearly an error which meant that I wasn't connected.
This weekend, the husband got a new work Macbook Pro with Leopard, and he laughed wildly at this screen. He pointed out that it says "Connected", and lo and behold, I can, in fact, see my PC's files through it. Curse it Apple; not everyone is used to irony in their operating system.