First look at the default traces which are at this location:
usr/sap/<SID>/<Instance_ID>/j2ee/cluster/server/log/defaultTrace.x.trc
reproduce the issue and look at the latest modified trace.
You can also trace with the webdiagtool as per note 1045019 which may give more useful information. Follow example 3 for authentication issues.
If your NW is 7.20 or above you can use the troubleshooting wizard as per note
1332726