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How to avoid Salesforce Instance Override

I've a custom search page containing records from 3 diff instances in one instance, I click on record from current instance(cs14) & I see it properly  because I am logged in, but when I click on record from another sandbox(cs12) it gets overridden/redirected by the browser to cs14.
I am not logged into 2nd and 3rd sandbox currently. I need to show user login page for 2nd/3rd sandbox or redirect to the right record if possible. How to achieve this? 
I am aware the user has to login to the 2nd and 3rd instance in the same browser to be redirected to right record but I am looking for a different solution instead of asking users to log in to all instances every time(every day) when they start searching.