Possibly authentication issue

I'm trying to track down an issue that I guess maybe started happing several months ago, maybe longer. When I try to perform an operation like, file copy, from my desktop (not on a domain) to a computer on another domain, it seems to generate several authentication failures before finally working. In the past, it would fail, prompt for the login to use, I would enter the username\password and from then on it would reuse those credentials. Now it seems to continue to use my local credentials, until I finally uses the ones that I provided earlier. This is usually accompanied by some sort of authentication failure and then I click retry and it starts to work. Do you have any idea if this is related to any windows updates\configurations or a way to minimize the authentication failures?

Hard to say without being able to look at the environment. Is the same happening regardless of which program is used to do the copy? (Assuming the test can be re-done in a state where the authentication hasn't already taken hold.)