Sharepoint auto-connecting, can't turn off

Hi have a share setup on my server and connect to it from a workstation.

I've connected to it using the Server admin id and now can't seem to get it to disconnect. I'd like to connect to it using one of the User id's but have to constantly hit the Disconnect button in order for the login to come up.

Even then if I navigate away and back to the shared folder it will automatically connect using the Admin id.

Any suggestions on how to stop this?

Thanks.