OleDB provider for SQL Server works. But SqlClient does not ?

I made a program using System.Data.SqlClient that works just fine when sql server is on my local computer. (Using Windows Authentication) But when connecting to an instance of SQL Server running on a different WORKGROUP computer I can't connect. (Not associated with a trusted connection.)

Just for the heck of it I switched the program to use OleDB provider for SQL Server and that works just fine.

My question. Has MS done something to make it harder (impossible?) for workgroup machines to use Windows Authentication with System.Data.SqlClient but which still works with oledb ?

Or do I just need to be taking a closer look at my connection strings and server setup ?

Thanks
Ian