If you need to map a network drive to a certain user but do not want to use Group Policy, you can create a .bat that will map the the network drive, then launch your application.
The specific command to map a network drive via the command line is:
Net use X: \\remotehostname\Path\
This script assumes that you want to map \\remotehostname\Path to the X: drive within the Terminal Services Session.
It may also be used in conjunction with the Watchdog Script