Can't connect to SQL Server 7 Database

I'm not sure if the error is in how I did the ADO connection or if it's an
NT issue - although I didn't think you needed NT permissions setup.

In my ADO Connection string, I'm passing both the sa username and its
password to my SQLServer 7 database.  I can set connected to true at
designtime without a problem.  I can run the app from my design workstation
without a problem.  If, however, I put the EXE on a server and run it as a
different logged in user, I get a DBNMPNTW error when it tries to connect.
MDAC has been installed on the workstation.  If I login to that workstation
as myself, I can run the app without a problem.  Where is the error?  What
should I look for?