This last solution must work, but stopping SQL Server Agent works too, at least for me.

Thank you for the idea.

Success finally!!!

Set the register keys like says in http://www.microsoft.com/technet/prodtechnol/winxppro/maintain/sp2otech.mspx#ECAA part "No Authentication Required".

Works between Servers 2003 and between 2003 and 2000

You then only need execute ths scripts with...

Thanks, Anderson, but this is one of the first operations that I have do. You can read this at the first message of the thread.

More ideas:

This test doesn't work:

    --(TEST1)

    begin tran

    UPDATE...

thanks, but this is not the problem, BUILTIN\Adminsitrators are included in both server as System Administrators