Visual Studio 2005 - SQL Authentication

Hi,

I developed a couple of small applications using Visual C# Express on a Sql Server 2005 Express database. I did all the connections by code, which works fine and it had to be done that way (I think) since neither of these programs support remote connections.
Now at my University I'm using Visual Studio 2005, and on the Server Browser I can connect to a remote Sql Server, but I haven't found a way to change the login and password on the fly. That is I want my application to show a login form at the start and to use those username and password to perform the login on the database. If I save the username and password to the connection string (like I saw in tons of tutorials) it works fine, but that's not what I need, since the application is to be used by several different people each with their own set of permissions. Could any one shed some light or redirect me to some book, document, site which explains how to do this?

P.S: I'm using Mixed mode authentication since the network isn't Active Directory based, so most people need Sql Mode to perform the authentication.