First time use of Analysis Services

I'm trying to connect to Analysis Services from my computer using Management Studio. MSAS is on a server outside the firewall, so I cannot connect to it using Window Authenication. When I try to connecting to it the option of changing the authenication is grayed out. Can someone help me figure out how to do this?You might be able to get around it by making creating a user on the AS box with the same name and password as you. I've been able to do that successfully in some scenarios, but not always.