If you don't want it to automatically authenticate, there are several things to do.
If I were you, I probably would just right click on IE on whatever computer you are running and say "run as" and type in your credentials.
If you go into IE settings, you can set it to not automatically authenticate in intranet zone too.
I'm talking about the Web client. If you use the outlook client, that will authenticate based on the user it is configured for.