An occasional problem is forgetting to log in to the client or logging in as a wrong (account-less) person. The former is not diagnosed at all: Windows tries to be friendly and lets you on. Locally! The only warning of the latter is that Windows welcomes you and asks about your new account. Either of these leads to repeated refusals to connect and endless requests for passwords. If nothing else seems to work, try logging out or shutting down and logging in again.
