In theory it should work the same with a Mac as long as the drive is mounted and ready. However, seeing problems with using NAS and iTunes isn't unusual if you browse this forum. Plain old external drives seem to work fine, but NAS introduce other issues.
Do things seem to work fine once you have it connected?
Is it doing this every time? Some issues I see reported are when the NAS has gone to sleep and iTunes is not realizing it is connected again.
This works, but isn't comfortable.
If it is a matter of it being slow, but the library opens with all your existing content working properly then close iTunes, copy the files & Album Artwork folder from the iTunes folder on the NAS to <User>/Music/iTunes then open this copy of the library with the hold-down-option-start-iTunes method.
I should add, do not confuse your "library" (which is multiple database files and folders working in concert) with moving just media files as in
iTunes for Mac: Moving your iTunes Media folder - http://support.apple.com/kb/HT1449
If you are going to work with NAS then it is well worth the time learning the details of how iTunes works:
What are the iTunes library files? - http://support.apple.com/kb/HT1660
More on iTunes library files and what they do - http://en.wikipedia.org/wiki/ITunes#Media_management
What are all those iTunes files? - http://www.macworld.com/article/139974/2009/04/itunes_files.html
The NAS (drive) is mounted and ready all the day (night times not).
Mac is powered up and you start iTunes, it will ask you that question I posted above. After you've linked iTunes with the Library it works fine till to shutdown your Mac. Next time you power up your Mac same scenario.
Perhaps there is a way to mirror the Library (1xxxx songs, videos, ...) between NAS and Mac harddisk!?
I'll have a look to the other mentioned articles.