I've finally cleaned up the CredentialsDialog and prepared it for release to the big bad world. Basically it's a wrapper around the CredUIPromptForCredentials windows call which gives you the nice login dialog. Of course this dialog also allows users to save their credentials without any extra effort on your part. Additionally I've added the ability to extend the dialog with extra winforms controls. Currently I provide one extension (shown below) which includes a "create new user" link. You can write extra ones as you wish.

CredentialsDialog with CreateUserExtensionPanel