Great article, David.
I had not seen examples of the error and standard outputs before.
Kuldip: it looks as though your windows login does not have windows integrated access to the server. You need to supply a SQL user name and password as part of the SQLCMD connect command or on the command line.
kuldip.bhatt (3/24/2009)
Fatal scripting error. Cannot open connection specified in the SQLCMD script.Login failed for user '(null)'. Reason: Not associated with a trusted SQL Server connection.
i got like that error when i do connect with the use of the sqlcmd.