You need to supply the login info for the report through your code. The method varies depending on your:
a) version of CR
b) version of VB (6, .NET)
c) method of accessing the crystal print engine (OCX, RDC, .NET assemblies, etc.)
d) method of connectivity (ODBC, Native, etc.)
If you happen to be using VB6 with the RDC, have a look at this faq (faq768-5374), particularly the SetLogOnInfo method, which is used to set the... um... logon info.
-dave