When trying to connect to an MSSQL server on another domain (of which you are not a member), you'll probably run into the issue where selecting the Windows Authentication option in the SQL Server connection dialog grays out the username and password. Here are two workarounds:
SQL Server: sqlserver.mydomain.com
MYDOMAIN Username: joe.user
A) Create Saved Credentials
Go to the Control Panel --> User Accounts --> Manage Your Credentials (in left-hand pane) --> Add a Windows Credential
User Name: MYDOMAIN\joe.user
Password: (password for joe.user on MYDOMAIN)
Now, when you fire up SQL Server Management Studio, enter your server name (sqlserver.mydomain.com) and select Windows Authentication. THE USERNAME WILL BE GRAYED OUT but that's fine. The connection will authenticate properly anyhow. Go ahead and connect.
B) RunAs Command Line (requires user interaction for password)
Open a command line and run this:
runas /netonly /user:MYDOMAIN\joe.user "C:\Program Files (x86)\Microsoft SQL Server\100\Tools\Binn\VSShell\Common7\IDE\Ssms.exe -S sqlserver.mydomain.com -E"
(You will need to alter the SQL Management Studio exe path as is applicable to your PC)
When prompted on the command line, enter the password for joe.user.
SQL Management Studio should load and automatically connect to the SQL server.
If you are unable to connect with either of these scenarios, check the firewall settings on the remote system.
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