Windows XP and Vista hides the advanced user dialog from the control panel area. This area has been used in Windows 2000 to set saved passwords for login, and also to save passwords for Exchange servers so that you don’t need to type in a password every time you open Outlook.
It can be used to save a password for Outlook if your domain is not the same as your Exchange server. If you don’t set this password, then the proxy server will always ask for a password even if you check off “Save Password”.
Go to Start->Run, then type in:
This will launch the advanced user dialog. You can now access the advanced tab. Tested in XP Professional and Vista Business.