At the connection screen, it should show you which User name it will attempt to authenticate in the form of DOMAIN\Username. In XP, you should be able to right-click the shortcut for SSMS or Query Analyzer and select "run as..." This screen will show you who the currenty user is and give you the option of specifying a different user account to run the application under. It may not solve the question of why/how your app is trying to run as root, but it will give you a workaround until your security guys can get it figured out. Good Luck.
We've all heard that a million monkeys banging on a million typewriters will eventually reproduce the entire works of Shakespeare. Now, thanks to the Internet, we know this is not true. -- Robert Wilensky