Force windows to prompt authentication to shared folder/disable “remember the credentials”

Sounds like a browser caching question? Perhaps I misunderstood the scenario and your needs, but would a plugin like "Last Pass" work for you? Typically in these scenarios you can use Google Chrome or alternative browser plugins to remember or cache credentials for common websites and have them auto fill the info for you. Just a thought. The reason I suggest the browser plugin is because you're authenticating against the state server, and not so much against any account in your domain/workgroup. These credentials should be eligible to be stored in a browser cache if i'm not mistaken.

So, to sum up:

1. Problems like this are frequently caused by inconsistent name resolution.
2. When accessing file shares, try to use real host names as they are configured in the System Properties dialog, and not any kind of alias. If having troubles, try accessing the share by the IP address of the server. If still unsuccessful, you probably have a problem of a different kind and this instruction is not for you. If successful, start troubleshooting on the client as follows:
3. Get rid of unneeded entries in the hosts and lmhosts files. If possible, don't use these files at all.
4. If you are using DNS infrastructure, try nslookup <name-of-the-fileserver> (remember: use real host name and not an alias) and then nslookup <ip-address-returned-by-the-first-nslookup> - if the latter resolves to a different hostname, or if the former returned an incorrect IP address, this may be the cause of the problem. Troubleshoot your DNS zones - both forward and reverse. Also make sure that the DNS suffixes are the same across all of the hosts.
5. If you have a workgroup setup not relying on DNS, nslookup won't help - try instead ping <name-of-the-fileserver> and ping -a <ip-address-of-the-fileserver> to check if name resolution works correctly in both directions. If there are anomalies troubleshoot your TCP/IP configuration: check for incorrectly assigned/duplicated IP addresses (including secondary IP addresses) both on the primary and any additional network adapters (including disconnected ones).
6. The above steps may need to be completed from the server's perspective, too.
7. Sometimes it is necessary to "pre-stage" user's credentials (that is, after configuring the user's credentials on the server but before trying to connect to it) in the client's Windows Credentials Manager by using the following format for the username: ServerName\UserAccountName (and not simply UserAccountName).