Lion turned off an older and less secure method of authenticating AFP connections, which a lot of third-party vendors of NAS devices were using, including Synology. Synology have made available a beta release of their new firmware which fully supports Lion (as long as your Synology device was made in 2008 or later).
Try ControlPlane. It can perform all sorts of different actions, including mounting/unmounting network drives based on various triggers, including which WiFi network you're connected to.
Best Answer
It is because they're listed grouped by dates, and all your files are "old" (i.e. not modified recently).
Click the arrange icon (the one with the six squares divided by two lines) and select "None" to get rid of the header.