SQL 2008 has new security features, including UAC (the same security feature in Vista that prompts a user with admin privs to elevate his privilidges to perform admin functions).

If you get a "login failed for user ..... 18456..." error, it is likely caused by a  failure of group priviledges in SQL. (note that being and a local administrator will NOT give you access th SQL2008. The group or user must be added to the "sysadmin" role in SQL2008. (this means, it should have been done during install, or you need the sa account - also note, that if you install SQL2008 in mixed mode, ensure you add an actual account, not just a group to the list of windows admins)

Also note that their appears to be some issues in W2K8 with accounts with speacial characters in them ( like "#"). we are still investigating this issue with MSFT.