Windows 2008 has a different security model than windows 2003, and it's driven by xml file which contains a whole shedload of security entries. I've not went into it in detail, as yet, so all I can do is give you a start.
Select Admin Tools-> Security Configuration Wizard.
Find your current security policy (don't know where it is stored, but technet will tell you).
Go down the list, and ensure Distributed Transactions are checked. They are not checked by default.
Apply the new policy.
Be careful with using this utilty, as u could serious knacker your system, or open a security hole.
Hope that helps.
Bob.