I'm having the exact same issue.

The only thought that I can come up with is that the webserver that hosts 
the ASP page is using its IUSER account to log into the SQLServer.

I've read about masking the user within the ASP page but I feel as though 
this should be easier than that... http://www.iisfaq.com/Articles/280/

Has anybody figured out how to fix this problem?

-Joel