I have found the problem and now I want you all know, the solution for me with Windows 7 Home premium and IE 9 was:
1.Run REGEDIT
2.Navigate to: HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\control\Lsa
3. Create a DWORD value under Lsa
4. Name it: LmCompetibilityLevel and set it's value to 1
Restart and voila, it works like a charm, you can log into your server.
Thank You for all participating in the search, all your hard thinking is most appreciated. \So long for now.