The user is not assigned to a default schema when you use Windows authentication to connect the user to SQL Server 2005
http://support.microsoft.com/kb/918346
Description of the Credential Roaming service update for Windows Server 2003 and for Windows XP
http://support.microsoft.com/kb/907247
How to make the connection control apply to anonymous connections in an SMTP virtual server
http://support.microsoft.com/kb/920600