SSO logon not possible; no logon ticket due to incorrect configuration

In NW2004s Sneak Preview Full ABAP edition, While launching the "WDT_QUIZ" application in Transaction SE80, Wen Dynpro Comp, I receive the folliwng text in the IE screen

"SSO logon not possible; no logon ticket due to incorrect configuration" Then it asks for User ID and Password and the Quiz application runs OK.

Could this be the reason why I am not able to logon to this client 001 using BEx Analyzer or WAD ? If so, can somebody please guide as to how to set up SSO ?

Thanks in Advance.