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