Hi,
Ok, this is more difficult as there are many different things why SSO might fail. It's not a difficult setup but... you can miss a lot.
Let's check:
1. What did you enter for user mapping type and logon method in your system object?
2. Did you enter the user mapping in user management of your user id?
3. Did you configure trust between them?
You might start with this help page:
http://help.sap.com/saphelp_nw73/helpdata/en/4b/01261124695149e10000000a42189b/frameset.htm
Regards,
Anja