failure connecting to SQL 2005 /w integrated authentication in another domain

I'm trying to replace my current Windows XP with Vista RC2 on my workstation
and I'm unable to connect to SQL 2005 in another domain using integrated
authentication from Vista.

I have domain A and domain B. My workstation is in domain A and SQL server
is in domain B. There are no trust relationship between domain A and B
mainly for security reasons.
On Windows XP I was used to create record for domain B in Windows Password
Manager (Control Panel/User Accounts/Advanced/Manage Passwords). It looks
like this:
Server: B\*
User Name: B\my_account
Password: *********

Connection to SQL with this configuration from WinXP was without any
problem.


This is impossible in Vista. Character * is not allowed in server name. So I
replaced * with actual SQL server name. After clicking on OK server name was
stripped to B.
Then I added another record and server name was set to servers FQDN. And
after that I created another recordwith just server name without domain.

I'm still not able to connect to SQL server using SQL Server Management
Studio. I'm receiving this message every time:

Login failed for user '(null)'. Reason: Not associated with a trusted SQL
Server connection. (Microsoft SQL Server, Error: 18452)

Is there any other way how to connect to SQL in another domain with
integrated authentication?

Robert