If you need to set the credentials on the fly, have a look at this source:
http://spc3.codeplex.com/SourceControl/changeset/view/57957#1015709
private ICredentials BuildCredentials(string siteurl, string username, string password, string authtype) {
NetworkCredential cred;
if (username.Contains(@"\")) {
string domain = username.Substring(0, username.IndexOf(@"\"));
username = username.Substring(username.IndexOf(@"\") + 1);
cred = new System.Net.NetworkCredential(username, password, domain);
} else {
cred = new System.Net.NetworkCredential(username, password);
}
CredentialCache cache = new CredentialCache();
if (authtype.Contains(":")) {
authtype = authtype.Substring(authtype.IndexOf(":") + 1); //remove the TMG: prefix
}
cache.Add(new Uri(siteurl), authtype, cred);
return cache;
}