One tiresome thing about being a consultant is the lack of ability to use Windows Authentication when on site. Your computer is on a separate domain and you run into the "I need permissions" issue.
One solution to this is to use the run as command in a shortcut's target.
First create a shortcut of the executable.
For this example, I used SQL Server.
C:\Windows\System32\runas.exe /netonly /user:consultantDomain\wandrus "C:\Program Files\Microsoft SQL Server\100\Tools\Binn\VSShell\Common7\IDE\Ssms.exe"
The highlighted yellow is what was added, where I set the domain\user_name to what I would like to use. When this shortcut is then clicked, it will prompt for your password.