Ubuntu offers a more direct method of connecting to Windows shares than that provided through Xubuntu. The Places -> Connect to Server menu item that everyone is familiar with in Ubuntu isn’t there in Xubuntu, but you can start Applications -> System -> Gigolo and get mostly the same functionality. Simply click the double computer icon (the left-most) and enter the correct information.
Now, you’re probably wondering where the hell the files are mounted… the same problem actually exists in Xubuntu as Ubuntu, if you are using the vanilla system. You can easily find the mounted files by navigating Places -> {Your home}. Right click in the file area and click View Hidden Files. Now, find a folder called .gvfs (gnome virtual file system, I believe). You should see any mounted shares in that location. Click and enjoy the goodness of uploading files via Firefox, etc. The love is there, you just have to look for it.