VB.NET secure database login

@Nicholas Xerri -  Ideally you should use Windows Authentication.

However, if you can't use Windows Authentication only then I'm assuming your SQL Server is configured to use Mixed Mode Authentication.

Is your application using a dedicated account to connect to SQL Server and your App users multiple user IDs stored in a SQL table?

If so, then you could perhaps create some host lookup table that SQL Server checks after a user logins for the first time:
1. If host is not found force login using authorize user lookup table.
2. Store host info after successful login.
3. Future visits would validate user against host table.
4. If authorized then allow access and skip password requirement.

You can obtain connecting client information using something like the following:

SELECT  hostname,
        net_library,
        net_address,
        client_net_address
FROM    sys.sysprocesses AS S
INNER JOIN    sys.dm_exec_connections AS decc ON S.spid = decc.session_id
WHERE   spid = @@SPID

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The Database is in Azure hence the SQL accounts since im still working on getting Azzure AD working. No the application does not use a static account to talk to the database rather the user supplied credentials actually form part of the connection string.

There is no user table, rather I am using SQL Login commands to create the users. My issue is how to store the user supplied username and password in memory securely once the login screen has done its job (connection was successfully established to the database and closed hence validating the supplied credentials). The idea is to be able to dynamically build connection strings based on the user supplied credentials, but I don't want to prompt them for credentials every so often.