Running Power BI Desktop as a Different Account

Gilbert Quevauvilliers shows how you can run Power BI Desktop as a different domain account, even when your logged-in account is not on the domain:

This is not the greatest error message.

Fortunately, I knew that I could connect to the server so the issue was not with connectivity but more around how could I authenticate against Analysis Services.

NOTE: Analysis Services can only Authenticate against domain accounts, and that is why I got the error above.

Click through for the solution.