Yes, that is one way to do it. I usually make a shell script and package it as an application using Platypus.
To do so you would use a text editor (I prefer pico) to create a script file with the .command extension and make it executable. The syntax is as follows:
mkdir /Volumes/yourvolume
mkdir /Volumes/anothervolume
mount_afp afp://username:password@server/yourvolume /Volumes/yourvolume
mount_afp afp://username:password@server/anothervolume /Volumes/anothervolume
Of course you can leave out
username:password@ and you can use
mount_smb as well as other protocols.
http://www.sveinbjorn.org/platypus