Why does Lion mount a network volume twice at login?
AFP mounts are tied to both a path and an authentication.

An exported volume might have multiple paths.  For example, an OS X server might export its root, the /Users/ folder, and the /Groups/ folder.  Each of these can be mounted separately.  In your case, your NAS may be exporting its volume under multiple paths.  It might even be exporting the same path multiple times.  Check the NAS' settings.

Each AFP mount is tied to a particular authentication (username/password).  You can mount the same volume/path multiple times using different authentications.  Its possible that the credentials you used in those two different places are subtly different.  Depending on the NAS, it might even come down to whether your long username or short username are used.  Your NAS might not even require a username (only a password) and might ignore whatever username is given.  OS X has no way of knowing that and so two different usernames (long versus short) might produce two different mounts even though they lead to the exact same volume.