When he logs in to Citrix, he is effectively running a program on that system. Whatever account (including domain) he's using to log on to the Citrix server is the account that's going to be making the SQL Server connection. Does the account he's using through Citrix have permissions in the database?
K. Brian Kelley
http://www.truthsolutions.com/
Author: Start to Finish Guide to SQL Server Performance Monitoring
http://www.netimpress.com/shop/product.asp?ProductID=NI-SQL1
K. Brian Kelley
@kbriankelley