Data source confusion

Hi,

I have a shared data source which has to have '<label for="ui_rdoStored">Credentials stored securely in the report server'</label>. What shall I set in the project for the data source and data set to make it work? In the project in BIDS I can't find an option when setting up the data source (so I use Windows Authentication).  And every time I deploy a report I have to change the credentials of the data source on the report server. What am I doing wrong?

Thanks.

P.