Connecting to SQL Server 2000 via tcp/ip through bde using trusted connection

I use the MSSQL Server 2000 Client Network Utility to enable TCP/IP as the only network protocol to connect to SQL Server.

Then I try to connect from a Delphi app via the BDE to this SQL Server using a trusted connection. I get the following message:
Unknown user name or password.
Login failed for user '(null)'. Reason: Not associated with a trusted SQL Server connection.
Login incorrect.

If I use Standard Security, everything works fine.