19972003,
I would double-check to make sure you have a policy in your farm that allows you to shadow users.
If you don't, create a "Shadow Policy" and configure the shadow options. Give your user account (or global group) rights and assign it to your "Citrix users" group (if you have one). Once you have done this, you should be able to launch the CMC or Access Suite and shadow users without user name and prompt.
Hope that helps.