I think the problem is probably with the permissions that the Scheduler service (which is used by the AT command) is running with. By default, the Scheduler service runs from the local System account which is a local account w/o network priveleges. Go to Control Panel->Services->Scheduler and make sure the Scheduler is set to start from an account with the right permissions to do what you want.
On Windows 2000, it's easier to use the Scheduled Task feature in the Control Panel than the AT command and Scheduler service. In the Scheduled Tasks properties dialog for your task, you can enter a username/password to run the script as.