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Has the server been joined to the domain? When you log in, are you entering the domain name either before or after the username? Domain usernames can be entered as either domain\user or user@domain.
@Steven I'd bet you two puppies and a pancake breakfast that ErikA acually can switch to a domain user account. I think you meant to say "I can't." Have you tried "log out" and/or "switch user"?
domain\user
oruser@domain
.