1. A method for accessing protected resources, the method comprising: establishing at a proxy server a session for a first user, wherein the session is associated with a credential for the first user; receiving at the proxy server from the first user a request to assume the identity of a second user; obtaining a credential for the second user; saving the credential of the first user; associating the credential of the second user with the session for the first user; receiving at the proxy server from the first user during the session for the first user a request for a protected resource; and providing access to the protected resource in accordance with the credential for the second user.