I have a user who comes into the office every day with their laptop and
they connect to an application which has a SQL back end. They connect
without any problems (no requests for usernames, passwords etc).

When they go home they connect to the office via the BM 3.7 VPN Client.
They are able to open their GroupWise and most other services as they
would when they're in the office. However, they're unable to use this one
application which has the SQL back end:

A SQL server login screen is presented requesting a username and
password. The usual username and password are entered but never accepted.

The user is able to successfully ping the server so communications are
good to that point.

This is baffling me. Any suggestions gratefully received.