Connecting to a remote SMS Server

We have installed an SMS server in our company and it working quite well. Unfortunately, I cannot use the remote admin console from a computer that is not logged into the NT domain. This is a problem as I wish to use the admin console from home over our VPN.

I am logging onto the local system with a user name and password that is identical to those in the corporate NT domain.
According to what I know about SMS, this should work. But it doesn’t. Every time I try to connect to the site server, I get “Connection Failed”.

I have verified that this has nothing to do with the VPN itself as the same problem occurs if I try to connect from a machine on the same subnet which is not part of the domain.

Any ideas?