There's a few things that could be wrong
1/ the password supplied is not correct for the user you are connecting as
2/ you must specify the domain in UPPER CASE letters.
3/ you must use the full domain name, not just the first part
so
not
user@MY
3/ you must use an @ to separate between the username and the domain name
Probably others too, but check these first.
Also check the windows event viewer to see if the login request is reaching your windows machine.
Hope this helps,
Jon