Strange behaviour when installing RRAS on Win2k3

I'm in the process of replacing my old server with a new server, and at the
same time upgrading from Win2k to Win2k3 R2 EE.
To facilitate the transition I have connected the old and the new server in
parallel. The server should act as a router between a stand-alone firewall
and my intranet, but when I try to set up RRAS on the new server I get a
dialog box "Access Denied", then the configuration resumes.
When I try to administer the new RRAS I again get an "Access Denied", MMC
starts up and shows me only the server+green arrow-icon, not possible to
expand, not respondingh to "properties".
Another issue I have been facing is that the default web server can't be
accessed over http. It requires username/pwd even though I have enabled
anonymous access, and in any case it stops with an "Access denied" web page.
I don't know if the issues are connected, but a lot of other stuff is working
with no problems (DHCP, DNS, AD, WINS).
Any ideas would be welcome, I'm sort of stuck.

--
/Tomas