Calling xp_cmdshell from st.proc. in QA - Error 'Login failed for user 'NT AUTHORITY\ANONYMOUS LOGON'

I get an error running xp_cmdshell from a stored procedure in Query Analyzer:
'Login failed for user 'NT AUTHORITY\ANONYMOUS LOGON'
 
I have tried  running the sproc from Query Analyzer:
exec master..xp_cmdshell 'dtsrun /S<server1> /Ncopy_control /E'  (the way we usually do it)
and
exec master..xp_cmdshell 'dtsrun /S<server1> /Ncopy_control /Usa /Ppassword'  (which looks like it should work)

sa IS in the sysadmin role.  copy_control is a DTS package on <server1> that copies records to <server2>.
Could the error be due to fact I'm accessing 2 servers w/the same login?  sa has same password on both servers.

This T-SQL script actually gets executed in a DTS package, but I want to run it from Query Analyzer.
What am I missing???
kerickson0328Asked:
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AustinSevenCommented:
Try changing the account to a suitable Windows account instead of a SQL Login.  

AustinSeven
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mironCommented:
hmmm... you probably can ask how this proc was run in the past...

-- cheers
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Eugene ZCommented:
did you login on QA as 'sa'?
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mAjKoLCommented:
It looks like your server has NT AUTHORITY\ANONYMOUS LOGON identity. You can add NT AUTHORITY\ANONYMOUS LOGON to your server logins and assign as low permisions as possible to get this done.

HTH
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