mysqldump not working on server

[Susie B]

The environment is a Windows 2003 Server running MySQL Server 4.1. I'm trying to write some procedures to backup our databases and wanted to use mysqldump to do this. On the server, I can use the MySQL Administrator (connecting as myself and root) to backup the databases, and I can use MySQL Administrator or mysqldump from my workstation (WinXP) to backup the databases on the server, but I can not use mysqldump on the server to back it up. I have tried it on both the test server and the production server, with the same results: please forgive me, as I didn't write the error message down (and can't get back into the server room til tomorrow to write it down word for word), but it was error number 1045 and the error said something along the lines of user can't connect to the server. Maybe I'm missing something, but I'm pretty sure that since I was able to connect to it from both my PC and the server (using MySQL Administrator) the user can connect to the server.

Does anyone have any suggestions as to why I can't use mysqldump on our servers?