One very common error when setting up the Agile Platform for the first time usage, is the HTTP exception "Unauthorized", with HTTP error code 401.1, thrown by Internet Information Services (IIS). The usual exception that one can get in the web browser (or even on the application if accessing a web page or service) is:
HTTP Error 401.1 - Unauthorized: Access is denied due to invalid credentials.
Internet Information Services (IIS)
The possible causes for this error can be many related to a logon failure of the application credentials. However, Microsoft as a very cool article about troubleshooting the 401.1 Unauthorized error at http://support.microsoft.com/kb/909887. In this article is described how you can enable security logging on IIS, and determine the type of logon exception that's causing the 401.1 HTTP error, as well as common causes for this error.
For example, I've seen this error happening because of a local security policy applied to the Guests local group. The local policy was Deny access to this computer from the network. Unfortunately, the ISUR_<machinename> account which IIS uses by default to run the ASP.NET applications, was wrongly included in the Guests group.
Hope this information can save you some time troubleshooting this error in the future.
Miguel Simões João