problem with OS authentication

My domain user is member of ORA_DBA group on a remote machine. When I use the remote desktop connectivity and log on to the SQLPLUS, then my connection as sysdba fails as follows:

SQL> conn sys@orac as sysdba
Enter password:
ERROR:
ORA-01031: insufficient privileges

I have never encountered it before. Have I missed out anything that I am not able to recall? I know it's simple. But I am not able to correct it. As a workaround, I am able to use password file authentication by supplying password. But being a member of ora_dba, I should need to supply my password. It's a Windows box 2003 Server with Oracle 10g R2.

Why using connection descriptor try to set the environment variables and connect as sysdba
conn sys/password as sysdba

Why? What's wrong with connect identifier?

In some other server machine, I am able to connect. I don't know what wrong with the first machine.

SQL> conn sys@orcl as sysdba
Enter password:
Connected.
SQL>
Here I didn't supply any password.