SQL Server 2008 R2 Performance Studio - Data Collection works but View Report throws 'Failed to connect...' 18456 error

I set up SQL Serve开发者_C百科r 2008 R2 Performance Studio data collection from this tutorial. Data collection appears to be working great but, when I right-click on Data Collection --> Reports --> Management Data Warehouse and then select any of the reports to load, I get the following error:

'Failed to connect to server sql1.myserver.com. --< Login failed. The login is from an untrusted domain and cannot be used with Windows Authentication.'

This is strange because I set up a new SQL login for MDW to use, and I am logged in to SQL Management Studio with a SQL login as well. A look at the SQL logs gives me this:

Date        9/14/2011 11:12:13 PM
Log     Data Collection (Query Statistics)

Log ID      179
Source      Query Statistics
Collection Set Name     Query Statistics
Collection Item Name        
Status      Error
Runtime Execution Mode      Upload
Start Time      9/14/2011 11:12:13 PM
Last Iteration Time     
Finish Time     9/14/2011 11:12:13 PM
Duration (ms)       0
Operator        NT AUTHORITY\SYSTEM
Package Execution ID        
Event       
Data Code       

Message
Failed to connecto to the management data warehouse server Inner Error ------------------>
Row#:    0 Source: "Microsoft SQL Server Native Client 10.0" Instance: "IP-0AAAEEDF" Procedure: "" Line#:    1 Error Number:  18456 Error State:   1 Error Severity:  14 Error Message: "Login failed for user 'NT AUTHORITY\ANONYMOUS LOGON'." Help File: "(null)", Help context:    0 GUID: {0C733A8B-2A1C-11CE-ADE5-00AA0044773D}.
OLE DB Error Record dump end.

If anyone can provide any help at all, it would help me out immeasurably!

Best regards, Sebastian

There may be some datacollection configuration issue. In my case it is working fine. From error message it is obvious there is some authentication issue "sql1.myserver.com. --< Login failed". So Try to configure data collection with different credentials.