My server has the configuration as below:
Windows 2003 Enterprise Edition with SP2 for 64 bits

SQL Server has the configuration as below:
SQL Server 2005 Enterprise Edition with SP3 for 64 bits;
The remote connections on the SQL surface area is set Local and Remote connections;

I have the local admin privilege. I access the server using RDP.
I opened the SSAS, and try to create a new database (cube) using Use the credential of the current user, I got the error message below and the SSAS services is stopped.

Unable to read data from the transport connection: An existing connection was forcibly closed by the remote host. (System)

I googled and could not find any solution yet. Anyone came across this kind of issue? How to solve it?
Any input will be greatly appreciated.