I'm trying to connect via SSMS to our MS SQL Server 2005. I first tried to connect via visual studio programmatically. It worked after I found out that I have to put "Integrated Security=SSPI;" into the connection string, otherwise it refused the connection with a "login failed" error.
Now Im trying to connect via the SSMS but now I get also a refuse when I try to connect. Sadly there is no option where I can set "Integrated Security=SSPI" or something else.
Choosing the "Windows Authentication" option in the Connection Dialog for SSMS is equivalent to putting "Integrated Security=SSPI" in the connection string.
This will use the credentials of the SSMS process when connecting to the server.
As a note you can also achieve this same result by using the "Additional Connection Parameters" text box. Click on the "Options >>" button at the bottom of the Connection Dialog and select the "Additional Connection Parameters" tab.
Then enter in the text "Integrated Security=SSPI" (without quotes) into the text box. This will override whatever the Authentication option chosen in the drop-down menu is.
More information can be found in the MSDN page or by pressing F1 when the Connection Dialog has focus.