"non-trusted connection" what does it mean?

What does it mean when a users is connected but it is a "non-trusted connection". This is showing up in the log file after my users connect. How does this effect the system/user? We have been experiencing speed issues and I was wondering if this might be a possible source of the problem.

Thanks in advance.A "trusted connection" is made using Windoze authentication. A "non-trusted connection" is made using SQL authentication. That is is the only difference that I know of between the two kinds of connections.

-PatP