I am running SSMS as a different user from my local machine and it works fine.
When I try to do the same, even using my own credentials, on server01 I get the following error:
access is denied
I am currently in the Administrators group in that server:

The way to run ssms as a different user is:
1- right clink on the ssms icon if it is already running otherwise follow from 2 2- witht eh shift key pressed right click the ssms icon and it will give you the options as shown on the picture below.
considering the password is correct and I am sysadmin what could be missing?

