I'm posting this to hopefully help someone else who runs across this problem.
We have an application (Websense) running locally on the SQL Server 2008 R2 SP1 CU3 server. I keep receiving this message in the SQL logs:
2012-11-06 09:05:22.15 Logon Error: 18456, Severity: 14, State: 58.
2012-11-06 09:05:22.15 Logon Login failed for user ''. Reason: An attempt to login using SQL authentication failed. Server is configured for Windows authentication only. [CLIENT: 99.999.9.999]
I installed SQL Server on this machine and it has always been set to "Mixed Mode" and never "Windows authentication only." I am the only SQL DBA in our organization.
I was able to reproduce this error by creating a ODBC driver, then changing the user name and password to "blank" or "null" and trying to connect. The above error is what gets recorded in the log file.
Bottom line, the application is trying to connect using Windows authentication, but using a blank/null user name and password.
The SQL error is not returning a true representation of what is wrong.
Now our application guy has got to figure out why the application is trying to connect using a blank/null user name and password.