Access denied message

I’ve got a Windows 2000 SP-2 which logs onto the domain. When I log on using an account with administrative privileges and try to do certain features a message pops up saying something along the lines that I don?t have the correct access rights. If I log off the pc and log into it locally as an administrator everything is ok. I?ve checked all the security settings under gpedit.msc and cant see anything obvious. Help