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Setting Up Logins For SQL Express / SQL Server

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http://serverfault.com – Please bear with me. I work primarily with databases other than MS SQL Server and SQL Server Express. I have two choices for setting up accounts on a vendor's system. When I create the account, there is a choice for either Windows or SQL Server authentication. Each user who will use the application -- the database belongs to that same application -- logs into their workstation using a domain login, and the server is on the same domain. Which authentication should be used? The vendor initially wanted NT Authentication, but also said SQL Server authentication was fine. Along with that dire (HowTos)