I thought windows 8 had a keychain knockoff (credential manager) in the OS? I haven't dealt with it at all so I'm not sure it supports FMP passwords.
Another option would be to store validated "devices" on the filemaker side, so that you can reject the windows shortcut login if the device Get(PersistentID) does not match a value stored in a table.
There may also be soem 3rd party utilities like LastPass that will remember it for you.
The supported method in Windows is Single SIgn On (SSO) so it needs to match exactly with the windows authenticated user account, and then it will pass those credentials to the file when you open it. This is a different philosophy than OS X's keychain manager, but it follows along with the rest of the OS, and they each have their merits, but that's how it is.
You could brew something up similar to the launcher idea but using Get ( PersistentID ). However, it's generally not a great idea to store passwords in a file.