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