Unable to impersonate domain user account from DMZ

Hi.
I have a VB.NET application that retrieve files from a file-share on our
network. In the program I impersonate a user account on our domain that has
access to the file-share. This works fine inside the network, but when I
run the program from our DMZ zone I'm unable to impersonate. When I logon
to the server in DMZ I cannot use my domain account, I have to use a local
account. I'm guessing this is why I'm having trouble impersonating a user
on the domain. Is there something I can do to make the server able to
authenticate a user on my domain? A setting somewhere on the server or
maybe open a port in the firewall?

Any help is greatly appreciated.
Thanks
Shawn