What probably happened was that when you were creating/testing the application, you used the SA account for the connection. Then you provided everyone with the application (maybe as a link or template). That had the login (not the password) cached. I've had this happen with Crystal Report templates I've created, which is why I use an application login/password as the final pre-production test.
Unless the password for the SA account is blank (and shame on you if it is), then there isn't any problem. The user will just have to enter their own login/password to access anything.
-SQLBill
Posting advice: FAQ481-4875