NTLM will always prompt. Period. you have to save the passwords to a keychain.
The ONLY way i've been able to successfully get OSX to authenticate without prompting is:
1) Have the Macs join the domain and use a domain logon when logging onto the PC, and use kerberos authentication on the proxy.
2) Deploy and use the MCP client for OSX.
There really isn't any other alternative.
MCP on MAC works great. :-)