VPN login using Windows XP problems

We have an NT4 file server that we access using a XPpro workstation through a vpn connection. There is no problem as long as there is only one user account listed on the XP computer. As soon as we put multiple users on the same XP machine and try to login as different users, we begin to have connection problems connecting through the VPN. It seems that the user credentials are not being passed on to the server. Any ideas?