Domain logon from cached logon status

I have a problem with the following situation.

I've got laptop configured to logon to Windows 2000
domain. When not at the office, I use a cached logon.

Once I've got a VPN connection I try to connect to a
server in the domain, I get the following message:

The username you typed is the same user you logged in
with. This username has already been tried. A domain
controller can not be found to verify that user name.

Anyone recognize this ?