Accesing database from web source, from Excel

When accessing a local database you have the option to select a user&pass or windows authentication method. Is it possible to access a db "from web source", specifying a user&pass in the address link or in some options button inside Excel? I know you can browse the page and input user&pass at some login page, but I am trying to find out if there is a way you can skip browsing and just enter some parameters. Also I do realize that using GET method to post in the link might not be secure.. so is this possible at all?