Shares not prompting for credentials when logged in as Administrator

In Win7, can you connect to a network share using different credentials, when logged in as administrator? (without mapping a drive)

In XP you could enter the share location on the run line when logged in as local admin and it would prompt for usename and password. Win7 does not prompt, it just throws an error.

Mapping a drive works, but I need to access multiple shares when setting up the system in audit mode and I'd rather not map each one.

Thanks...

I found Credential Manager and it is certianly better than mapping a drive but I'm still interested in getting the prompt to work if possible.

Perhaps audit mode is the issue, does anyone know if the prompting works when logged in as administrator but NOT is audit mode?