I apologize in advance if anything I say is stupid. I've never used SQL Server with Windows authentication at all.
In Enterprise Manager, go to your server, then Security - Logins. Right-click on the user in question and bring up the properties. Does it look like the user is set up to only use SQL Server authentication? Now, is the Test database set up so that it only accepts trusted Windows-authenticated user connections? Also, is it possible to add the user to the BUILTIN\Administrators group as a troubleshooting step?