Security policies

I am not able to logon locally: error: ‘Local policy does not permit you to log on interactively into my Server’
Windows Server 2003 SP1
I am an Adminstrator
In Group Policy THe following is set:
The Allow Local Logon policy has the administrators, Domain Admin, Enterprise Admin listed.
Do Not Allow Local Logon is Not Defined.
secpol.msc Allow Log On Locally is not defined

Please help