Audacious

So, in other words, one of your desktops is a Samba server, which exports the shared folder. And since you don't mount that shared folder on your other desktop, which is a Samba client, you need to open it via its smb:// URL.

And about Audacious 3.2.1, I cannot tell whether that version is new enough. The smb transport plugin included in that version has been discontinued and replaced with a better working gio transport plugin. It may be necessary to upgrade for improved/bug-free SMB transport.

My main desktop has a large HD on it, thus I have my huge collection of music on it. My other desktop has a small Hd on it and it has Audacious on it.

I want to be able to load a playlist of music that is on the larger desktop using Audacious that is on my smaller ( say client ) desktop.
I can use Rhythmbox to do this with no problem. I can "see" the shared folder on the larger desktop. Can't using Audacious though.

I can see the shared folders that are on the larger desktop while using the client desktop, no problem.
I can load files from it and to it, delete them, edit them, etc.... Just can't get the Audacious playlist maker feature to "see" the shared folder.

Well, typically you would "mount" such a shared folder on your client desktop, so it can be accessed via a local path. Either manually or with the help of stuff like GVFS. I don't think Audacious itself features special support for browsing SMB/CIFS shares.