How to have pop up to enter credentials while accessing a restrictive folder?

When accessing a restrictive folder, sometimes it will pop up for you to enter credentials but sometimes it will simply give you an error message saying "Windows cannot access this folder..... You don't have permission...."

Question to you, if this folder is what I don't have a proper permission how to surely have a popup allowing entering credentials rather than an error message without the ability to enter credentials?
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This is how it works:
If you are using a local user and you try to access a domain based share, you will be asked for credentials at all times. Exception: if you have saved credentials in your windows vault OR if you have already connected a network drive with domain user credentials to that very server, it will not ask, but try and use these.

If however you are using a domain user on that very domain, your credentials will be tried and if access is denied, no credential popup but an access-denied-message will appear. Exception to the rule: if you access an administrative share like \\server\c$, you will be asked for administrative credentials at all times, unless your account is already admin on the remote machine.
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