What you need to do is assign permissions to your shared folders.
That is, on the Windows system, you have to right click on a folder you want to share, and there, under security, you can modify what users have what rights when accessing that folder.
Now, the easiest way to manage Windows shares on a MAC is simply mapping the network drives permanently with the different usernames. This way you don't have to deal with the hassle of typing in usernames and passwords every time.
Remember that when entering the password you should include the host computer name before the username, that is:
That way you won't run into any unecessary issues with the authentication.