Using Windows Auth from domainless client in SQL Server Mgmt Studio

I'm trying to use my domain credentials within SQL Server Mgmt. Studio
to connect to our devel server (in the same domain) from an XP Pro
machine that isn't part of any domain. I keep seeing the following
errors in the Event Log:

Login failed for user ''. The user is not associated with a trusted
SQL Server connection. [CLIENT: 192.168.2.2]

SSPI handshake failed with error code 0x8009030c while establishing a
connection with integrated security; the connection has been closed.
[CLIENT: 192.168.2.2]

Now I'd prefer to not add my XP Pro machine to the domain but still
use Windows Auth to connect. I'm able to use my domain credentials
within VS 2005 to work on web sites on the same devel server, but I
can't figure out how to do it within SQL Server Mgmt Studio. Why would
the two have different security restrictions?

.

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