error when trying to install MSMQ

Have VS-2003, VS-2005, VS-2008

Tried enabling MSMQ in Add/Remove Windows Components and get this

'A local user is authenticated as an anonymous user and cannot access active directory. You need to log on as a domain user to access Active directory.'

I am trying to do development on my machine and want to set up a private Q so that I can develop a MSMQ application.

This is similar to this situation: I am on my machine as an admin. Am logged into VPN and trying the above.

link text

From stackoverflow

• Uncheck the "active directory integration" option in the "add windows component" gui. It is not needed for private queues.