The built in windows auditing can do this if you're running a domain, or at least windows 2003/Vista and are willing to set it up in group policy. Enable object access auditing and then set up the files and folders you want to audit. There are a large nunber of tools that can then read and sort/filter the windows logs ... I'm a fan of GFI EventsManager, but there are a lot of options.
Although this is kinda a "reverse solution" from what I initially needed because it gets installed on the server rather than on the workstation, I will mention it anyway. The tool is called CPTRAX and it might be good enough for someone.
The only downside at the moment is that you can not monitor certain users unly, but you have to monitor everyone accessing the shared drives and if you need info on certain users only, you do that in "generating report" phase.. So if you have a lot of users accessing shared drives, leaving them "open" for longer periods, this might have a noticeable impact on your server (CPU and HDD wise).
Our product FileAudit (from ISDecisions) should be able to help you. It monitors and records all access and access attempts, ownership changes and permission modifications to all files and folders across one or several Windows systems - in real time.
It's a simple agentless deployment that can be installed in minutes. It ensures security with access reports and automatic email alerts to predetermined access events and centralizes and archives all events.
Free Trial and full support at http://www.fileaudit.com
Hope this helps.