In config.inc.php change this lines:
$cfg['Servers'][$i]['auth_type'] = 'config'; // Authentication method (config, http or cookie based)?
to:
$cfg['Servers'][$i]['auth_type'] = 'cookie'; // Authentication method (config, http or cookie based)?
The above should make it work at least but I highly reccommend going through the entire file and changing it to how you want it.
Read all the comments - it takes a while but its worth it 🙂