Problem with SQL Server database

Hi all,

I'm new one here and i have learned some basics about MS Power BI. I have never worked with MS Access.
My problem i s following:
I would like to join data source running on (better via DQ than import) SQL Server Database. I'm using VPN to reach the database source.

I think I have all permissions to join this database but if i want to join it this error shows up:
We couldn't authenticate with the credentials provided. Please try again. (I have tried both option as Windows user or Database user).
The server is running on: Microsoft Windows Server 2012 R2 Datacenter with latest updates.

Please help.
Thanks!

I didn't find the right solution from the Internet.

References:

http://community.powerbi.com/t5/Desktop/Problem-with-SQL-Server-database/td-p/218305

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