Q: Asked to insert my password, from a keychain I don't have?

I'm trying to log in to my Microsoft Lync account, but I get a notification asking for my password from a keychain I don't have. So how am I suppose to know the password? The problem is that I can't even find that specific keychain (or Lync in my keychain, because I haven't added it to the keychain), and I can't log in to my Lync.