Hmm, I might have found the error.
I've changed the user for both the volume and datasets to the username that matches my Win7 user (Neth).
I then changed the password for the Win7 user Neth to the same password i have for that user in FreeNAS, and now it works.
I know I read about that some time ago, but I might have missed that little detail :)
It's abit weird though.... it even works if I logout from my Neth profile on Win7 and login to a profile with different user name and password. One which have no corresponding user on FreeNAS.
To me it still doesn't seem like guest access is allowed, since it seems I'm authing with my Neth Win7 account (even when I'm not logged in to that acc on my computer?).
But maybe I'm not fully understanding the permissions system here....