This only happens to me on my Win2k box. This has not ever happened to me on any XP box I have tried this on. When I try to connect to my 2k box, and the computer is locked, I can not connect. I will be asked for the password but, when I enter the password, the viewer closes. If the 2k box is unlocked, I can login just fine and control the computer. Once the machine is locked, I no longer can login. I have had an active connection going and locked the machine and watched the connection get dropped.
UltraVNC IS set as a service, NOT using MS login, only using VNC Authentication.
I do not have another 2k box to test this on. I do not know if this is a 2k issue or what. Any ideas?