Managing Server Connections

Question

I have a variety of machines on my network - Linux, Windows and Mac.
I connect to them using Finder from my MacBook Air using the Connect to Server option.
This is fine except that it seems like I have no control over the credentials it uses when it connects. Although sometimes (first time, but sometimes subsequently too) it prompts for userid and password, and I have valid userid/password connections saved in the keychain, it doesn't seem to use them when it tries to connect afresh. Looks like it tries to connect as guest first even if I've explicitly set userid/password.
So I often find that on connecting to a server I've connected to before, the Finder window sits there for sometime trying something, and ends up with connect failed. Clicking on Connect As... doesn't do what I'd expect with the "..." I would expect a subsequent dialogue box allowing me to specify userid/password, but I don't get that, if I click on it after a failed connection it just tries something again without letting me choose anything.
It must be possible to control the credentials used and stop it wasting time connecting as guest - can someone tell me how?

Answer 1

The comment "you can also connect to any mailbox whose owner has delegated access rights to the login user name" is too generic and doesn't provide the level of detail needed.  I understood that to mean that if the owner delegates just calendar access rights to my user account that I can query their calendar. However this doesn't appear to be the case. The user had to delegate both calendar access and inbox access to my user account before I was able query just their calendar events.
The other way I found to accomplish this is by creating an Exchange account with Exchange Administrator privileges and granting it access to the users mailboxes. I would then use this Exchange account for the username and password in the cfexchangeconnection and could query the events of any users that the Exchange account had access to.