http://www.cnblogs.com/Sunmoonfire/archive/2010/06/20/1761224.html
按以上网址配置后,访问外部列表报错如下:
用户 'NT AUTHORITY\ANONYMOUS LOGON' 登录失败。
互联 ID: 2a0c46c3-75d0-47ad-8239-13348b1a0daf
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是吗 参考下。
http://www.cnblogs.com/chenxizhang/archive/2010/05/01/1725531.html
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将Web.Config中的<trust level="WSS_Minimal" originUrl="" />
改为<trust level="Full" originUrl="" />试试
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如果你的数据库和BCS服务不在同一台服务器上的话，PassThrough的方式（就是你说的那个用户标识），而且你用的是NTLM认证方式（而不是kerberos认证）的话，就可能会这样。
因为NTLM的认证是不能在服务器之间传递身份的，到了数据库机器上就会变成匿名
解决方法有三个：
1、改成Kerberos认证
2、使用SSS服务（就是在SPD里配置的时候，除了“用户标识”之外的那个选项）
3、用程序写一个BCS Model去连接数据库
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不知道 楼主是否搞定了，， 在SPS上 修改一下外部链接的 属性设置 改一下授权方式。 我经常碰到这个问题。
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Now we see a new error "Login failed for user 'NT Authority\ANONYMOUS LOGON"
http://underthehood.ironworks.com/2010/07/how-to-create-an-external-content-type-in-sharepoint-designer-2010-using-business-connectivity-servi.html
按照上面的做
Go back to the external list and refresh the page if required.
Now we see a new error "Login failed for user 'NT Authority\ANONYMOUS LOGON" as in the image below:
The above error occured because by default, when we create the BDC definition in SPD 2010, the authentication mode is set to "User's Identity".
The "Connect with User’s Identity" is the "PassThrough" authentication mode we had in MOSS 2007 BDC. The other 2 relates to SSO. Now that we have Secure Store Service Application, we can use "Connect with Impersonated Windows Identity" OR if we are using claims token we can use "Connect with Impersonated Custom Identity"
Inorder to access the data from the external data connection, one way of fixing the above issue is to change the Authentication Mode from "User's Identity" to "BDC Identity".
So open up the external content type in SPD 2010 and change the authentication mode.