Ian,

even though you can type another windows name in the connection window, there are a couple of ways to do this.

1) Start SSMS with the "Run as" option.

2) In a Query Window use the "Execute AS LOGIN" command before executing a query.

The second option is especially usefull if you want to switch between users, while the first one offers the advantage that you can use Object Browser connections as well.

Markus