cannot log onto work server...

I cannot login to my server at work. When using XP i did not have this issue.

After entering the address to reach my employer's secure server I am first
met with a window that states I "do not have the proper privileges to install
this application". I click "ok" and at the bottom of the page that has opened
I click "continue" which allows me to go to the SecurePage though it states
that I will be doing so with "limited accessiblity" However, once on the page
it says that me access is "unrestricted". Next, I am able to access my
Outlook emails to both send and received. But, I am not allowed to connect to
my work computer's desktop remotely. When attempting to do this I receive a
pop-up window that asks me for my "Windows Security Credentials" prompting
for a username and password. I attempt to use the same username and password
I would use as if I am in the office however that does not work. After
calling my employer's IT help desk they have stated (several times) that they
"dont know" what the problem is. Although t the Help Desk operator did say
"maybe its IE 7" that is causing the problem and asked me to enable all
Active X controls (they already were enabled). He also asked me to add the
work site to my "trusted sites" (it was already added). He then said, the
problem is with your security, and asked me to set it to "low" (it already
was). The Help Desk person also stated that the second pop window which also
has a "domain number" or "domain address" with it, that that 127.x.x.x.
number it refers to is just a "loop back" to my own computer.

I do not know if this is called remote connection or if its that I am
attempting to connect to a VPN...Im not that savvy to know the difference.
But in general Im trying to connect to my jobs server/my work computer from
home,usingthe same method I previously used when I had an XP system, and its
not working. I have been told its a "vista security issue" but i dont that
from an adams apple. Please advise. I generally DO work from home so this is
causing a major issue.

Answers to some questions previously asked by the Help Desk agent: The
computer is not shared and I am the administrator