Switching users when using Team Foundation Service & Visual Studio

I encountered this problem using Visual Studio 2010, but it might also apply to Visual Studio 2012, Eclipse & Team Foundation Everywhere. It's relevant only to the Team Foundation Service, not Server (for the server, the secret is to clear the "Credentials Manager").

I wanted to switch users, but I could not. Long story short, when I tried to log out I was automatically logged in, when I tried to open my other TFS site I got error TF31003 with the "Use different user" link missing.

The solution:

1. Close all programs.
2. Open "Internet Explorer".
3. Click on "Settings" (the wheel on the right side in my version of IE).
4. Under "Browsing History", click on "Delete", select "Passwords" and delete.
5. Next time, NEVER EVER click on "Sign me in next time" in any of Microsoft's services.