Ok, still not clear. When does the error occur?
1. ODBC Connection while connecting with a connection string from a windows client to a windows server.
2. dbaccess connection while using the connection tab and fill in user informix.
In both cases if you don't fill -in the user/pwd, you don't get an error?
Informix lets the os handle the user/pwd. So it is possible you created your username in the domain, but installed your infromixserver on the locale machine.
Try to create a user informix on the locale machine.
What are you setnet settings?
In your ODBC settings, can you execute the 'test connection' button?