Connect different Windows User in SQL Server Management Studio (2005 or later)

While there's no way to connect to multiple servers as different users in a single instance of SSMS, what you're looking for is the following RUNAS syntax:

runas /netonly /user:domain\username program.exe

When you use the "/netonly" switch, you can log in using remote credentials on a domain that you're not currently a member of, even if there's no trust set up. It just tells runas that the credentials will be used for accessing remote resources - the application interacts with the local computer as the currently logged-in user, and interacts with remote computers as the user whose credentials you've given.

You'd still have to run multiple instances of SSMS, but at least you could connect as different windows users in each one.

Hold shift and right click on SQL Server Mangement studion icon. You can Run as other windows account user.

One other way that I discovered is to go to "Start" > "Control Panel" > "Stored Usernames and passwords" (Administrative Tools > Credential Manager in Windows 7) and add the domain account that you would use with the "runas" command.

Then, in SQL Management Studio 2005, just select the "Windows Authentication" and input the server you wanna connect to (even though the user that you can see greyed out is still the local user)... and it works!

Don't ask me why ! :)

Edit:Make sure to include ":1433" after the server name in Credential Manager or it may not connect due to not trusting the domain.