To logon to the Configuration Manager or Report Manager as a different user, hold down Shift and right click the exe for the console. Select to Run as a different user and then enter the appropriate credentials.
The account you use needs to have the correct membership in the ER group(s) and have the Logon Locally right on the machine where the consoles are installed.
Note: Advanced button on the logon screen of the consoles is not used to specify alternate credentials for logging into the consoles. The Advanced button is used to specify, if needed, SQL credentials to authenticate to the database.