It sounds like when you're connecting to the admin share, the PC you're using is trying to pass on the login credentials for the PC you are using, failing, then asking for the domain user name/password, then crapping out with the "Multiple connections..." error.
To work around this, you can either:
a) Log onto the PC you're using with the same domain user name/password you're using to connect to the admin share.
b) If the PC is not joined to the domain, then create a local user account with the name name/password, grant it local admin rights, reboot, and log in with that account. After logging in with that account, connect to the admin share. Enter credentials if asked.