SQL Server - Windows Authentication different domains?

Hello, is there a way for a SQLServer_A to connect (& send data for example)
to SQLServer_B which both are on different domains and both configured to
Windows Authentication mode only? When trying to launch a SQL tool like
Query Analyzer or such it displays the 'Login failed for user'...'The user
is not associated with a trusted SQL Server connection' error and was
wondering if there was a way to have it prompt for a user to enter in their
windows domain credentials/password in then allowing the user to run the SQL
tool? Thanks in advance.