remote connection to 2005 express: Login Failed?

I followed the steps outlined in a blog I found to setup SS2005 express for remote connections. Everything appeared to go smooth until I actually tried to logon ;)

I have Sql Server 2005 Express installed on my WinXP PRO machine at home (no domain). I have opened the ports on the firewall, etc.

When I try and login from the SQLCMD command line tool I get a Login Failed error. Here is the connection string that I'm trying to use:
SQLCMD -S **.***.**.*\SQLEXPRESS -U Steve -P MyPassword

The error:
Login failed for user 'Steve'.

When I use Management Studio Express on the same machine running Sql Server, it shows the User name: NEVERSTILL\Steve

'NEVERSTILL' is the name of my computer.

If I try and use that same username with a remote connection I get the same error.

I have googled for the error and msg code, but nothing fitting my situation is coming up.

Anyone have any ideas for me?

Check the error log and please post the error state that shows there before the login failed message.

Thanks
Laurentiu