function MapNetworkDrive(const LocalPath, RemotePath: string; UserName: PChar = nil;
  Password: PChar = nil): DWORD;
var
  NetResource: TNetResource;
begin
  // this is quite paranoic zeroing of all members, even those that are ignored by the
  // WNetAddConnection2 function
  ZeroMemory(@NetResource, SizeOf(NetResource));

  NetResource.dwType := RESOURCETYPE_DISK;
  NetResource.lpLocalName := PChar(LocalPath);
  NetResource.lpRemoteName := PChar(RemotePath);
  NetResource.lpProvider := nil;

  Result := WNetAddConnection2(NetResource, Password, UserName, CONNECT_UPDATE_PROFILE);
end;

procedure TForm1.Button1Click(Sender: TObject);
var
  MapResult: DWORD;
begin
  MapResult := MapNetworkDrive('z:', '\\192.168.1.34\Downloads', PChar('UserName'),
    PChar('passw0rd'));
  if MapResult <> NO_ERROR then
    ShowMessageFmt('Mapping of a network drive failed. Returned code %d.', [MapResult]);
end;