Change Database Credentials in a Different Computer

When I develop a direct query report in my computer connected to a test Database named "Test" and I try to upload it in our production server with a database named "Production" there's a window that keeps popping up constantly asking for my credentials to the source (which doesn't exist in the server). 

I've tried to change the data source in power query but the annoying little tab won't let me change anything as it keeps popping up even if I try to close itThe annoying little window

How can I close this window in order to change my credentials?