If you are using IE, then you can't have a different user log in as the credentials are automatically passed over using integrated security. If, however, you are using a different browser (for example Firefox, Chrome), then a dialogue box will be presented, as they do not support integrated security.
If, however, IE is the only option, you'll need to run IE as a different user. To do so hold shift and right click the IE icon, then select Run as different user (as shown below). You'll then be presented with a Windows login dialogue, where you can enter a different user's credentials
Excuse my typos and sometimes awful grammar. My fingers work faster than my brain does :-P
Please always remember to encapsulate your code in IFCode Markup. For example [code=sql] [/code]
to read Jeffs Guide on how to post SQL questions, and get swift and helpful answers from the community