Client client = new Client(); // <- the wcf ClientBase implementation for the serivce.
client.Endpoint.Behaviors.Remove<ClientCredentials>();
client.Endpoint.Behaviors.Add<ClientCredentialsEx>();
client.DisplayInitializationUI();
client.InnerChannel.Open();

public class ClientCredentialsEx : ClientCredentials
{
    public ClientCredentialsEx() : base() { }
    public ClientCredentialsEx(ClientCredentialsEx other) : base(other) { }

    public override void ApplyClientBehavior(ServiceEndpoint serviceEndpoint, ClientRuntime behavior)
    {
        behavior.InteractiveChannelInitializers.Add(new ShowCredentialUI());
        base.ApplyClientBehavior(serviceEndpoint, behavior);
    }
    protected override ClientCredentials CloneCore()
    {
        return new ClientCredentialsEx(this);
    }
}

public IAsyncResult BeginDisplayInitializationUI(IClientChannel channel, AsyncCallback callback, object state)
{
    string host = "";
    CREDUI_INFO info = new CREDUI_INFO();
    string username = string.Empty, password = string.Empty;

    CREDUI_FLAGS flags = CREDUI_FLAGS.GENERIC_CREDENTIALS |
                         CREDUI_FLAGS.SHOW_SAVE_CHECK_BOX |
                         CREDUI_FLAGS.EXPECT_CONFIRMATION;

    bool savePwd = false;

    // PromptForCredentials calls interop credui to challenge the user for username/password/smartcard.
    CredUIReturnCodes result = PromptForCredentials(ref info, host, 0, ref username,
                                                      ref password, ref savePwd, flags);


    ChannelParameterCollection collection = channel.GetProperty<ChannelParameterCollection>();
    collection.Add(new NetworkCredential(username, password));
    return new AsyncResult();
}