No domain server was available to validate your password

On a Compaq Deskpro EX C733 PC an "No domain server was available to
validate your password" error message is generated when a user tries to log
on to the Microsoft network. The PC is running Windows 98 SE, all TCP/IP
properties are default (dynamic), the client for Windows networking "log on
to domain" is checked, the connection is established remotely via a VPN
client (Cisco). At start-up the login is cancelled, the VPN client is
started and it triggers a Network login screen where username, password and
domain name are entered. Then the error message occurs.
The VPN connection itself succeeds and it is possible to map a network drive
manually, but of course no server side login script is executed.

On an other machine (a very old Tulip) under exactly the same software and
connection conditions (same DSL connection, same client side SMC router,
even same cable, same user, same password), no error message is generated,
the login is working fine, the login script is executed as expected.
So, apparently it's a client side problem.
How can I troubleshoot the Compaq?
Thanks