When you connect to servers using the Finder's "Connect to Server" window (available in the "Go" menu), you have the option to save favorites in a list below the address field. This is convenient, but for some people there are some problems where servers either cannot be added or removed from this list.
Apple discussion poster "raymondw" asks:
"So, I know there is a plist floating around somewhere, which I am 99% sure is all that I have to edit, but I cannot find it. When I open Connect to Server from the Go menu of the finder, there's three servers that are listed as favorite servers, but I would like to delete each of them. When I click remove, the servers disappear, but the next time I open Connect to Server, they are still there. Can anyone point me in the right direction?"
The location of saved favorites is different between Snow Leopard and previous versions of OS X, so addressing this problem will depend on whether or not you have upgraded to the latest version of OS X.
For users of 10.5 and earlier...
When you save favorites, they are not stored in a property list file, but instead are individual URL files. These are located in the /username/Library/Favorites/ folder, and can be edited using a standard text editor. Managing favorites in a system feature such as the "Connect to Server" window will just add and remove these files from this folder, so you can do this manually to get the same result.
Additionally, if you are having problems adding or removing these items using system features, you might have a problem with read/write permissions on the Favorites folder. Get information on it and ensure your username is at the top of the permissions list, and have been given read/write permissions. Then use the gear menu to apply those permissions to the items in the folder, and try again. If the problem persists, you can try removing the Finder's preferences file (labeled "com.apple.Finder.plist," and located in the /username/Library/Preferences/ folder), and then log out and back in again to reload the Finder.
For 10.6 Snow Leopard users...
When you save favorites, they are stored in the "com.apple.sidebarlists.plist" preference file in your /username/Library/Preferences/ folder. This file can be opened with a property list editor (included with the Apple developer tools) or a standard text editor of your choice. It contains saved searches, favorite servers, system items, and user items, that are in the Finder sidebar (i.e., the items in your "Places" list) as well as in other features of the Finder. You can manually edit the property list, or remove it and have the Finder recreate it.