We have a domain controller server and a web server. The web server is a member of the domain. There are shares on both servers.
I can access the shares on both server from my office based machine which is a member of the domain. From home (over VPN) I can access the shares on the domain controller - it prompts me for credentials.
However when trying to access the shares on the web server I just get "You do not have permission to access...". It doesn't prompt for credentials and there seems to be no way to provide them.
You can use the command line to map a network drive and supply credentials there like so:
Looks like you have a local account with same username and password on your home and web machines, and that account doesn't have have access to this share.