The Stored User Names and Passwords applet lets you assign user names and passwords to use when you need to authenticate yourself to services in domains other than the one you are currently logged into.

To access the applet, click on the Start button. Then select Run.

Type control userpasswords2, and click OK.

Click on the Advanced tab, and click on the Manage Passwords button.

Now, you can add the server and username and password you use each time you connect to that server.