It sounds to me you have a "double-hop" issue at hand. Most of the time it's related to KERBEROS authentication and Active Directory. Your credentials are passed on from the first machine (desktop) to the server. But it won't be passed on from the server to the next.

Take a look at these links to help you

http://msdn.microsoft.com/en-us/library/ms189580(v=sql.105).aspx

http://www.sqlservercentral.com/blogs/sqlsandwiches/2011/06/20/double-hop-of-doom/