Server 2003 R2, Domain Authentication Issue.

Greetings,
Something totally new to me is happening.
I installed from scratch Windows 2003, R2 on a Proliant, ML350 server.
Right off the bat, I began seeing something that I had not experianced before. This was even before I added the machine to our Domain. When I would attempt to install anything, I was greeted with an error stating the file, path or device could not be located or you do not have the right to perform this operation. I was logged in as administrator. When I loaded the machine onto the Domain, it did the same error. I tried to copy the files to the local drive and some would run and some would still pop the same error. After doing a Google search, I found what I thought was the fix. I went into Add\Remove and into Windows Components and removed the check from Enhanced Internet Explorer. That allowed me to then run any and all programs I needed to install, etc. Now there is a new issue cropping up. While logged into the Domain as administrator, when we try to run any SQL jobs using NT Auth, we are met with the error shown in the pic I am attaching. We can create a local user for that job and run it normally, but if we try to use any Domain/NT authentication, it will bomb out with the error.

I am not sure what else to try. I have never experianced this issue before but it is the first time I have worked with R2, so I am thinking its with that.

Please advise.

Thanks.