This is why people bag on Microsoft.
As does the 2008 version. I ran into this issue and was (not) surprised to find that the bug dating back to version 2005 had still not been fixed. Hey, at least you can delete some files to fix it though.
Edit: Just to make it more clear, from Voot’s post in the link above, you need to go to C:\Documents and Settings\[USERNAME]\Application Data\Microsoft\Microsoft SQL Server\100\Tools\Shell
and delete SqlStudio.bin.
Make sure SSMS is not running when you delete it. Fire up SSMS again. All your credentials will be gone, so you’ll need to reenter them, but it should remember them from here on out. I have no idea what causes it to initially mess up.
On another note, it’s not often you see a woman write something like the following (what can I say, there’s not that many women in my field):
It doesn’t take too long to set up a tool to monitor a file or directory – you can download FileMon from:
The Connect to Server dialog can pop up in different situations where there is no security context for the connection to use. If you use registered servers (and save the password there) when you view the registered servers, select a server in the Registered Servers task pane and then click New Query on the toolbar or Right Click, Connect, Object Explorer or New Query which will result in connecting under the security context you used when registering the server. If a server isn’t selected, there is no security context available so the Connect to Server dialog pops up. I haven’t heard of passwords being “lost” or “forgotten” using the registered servers task pane and saving registration information there.