Can't connect to data behind firewall - UserName Mismatch

I have been doing some research on the web about this but I'm still not able to get this to work. 

I have an environment that looks at it follows:

• ServerA - Setup with the Data Management Gateway, and a key currently setup and working
• ServerB - PowerBI SQL Server Analsysis Connector installed. I uninstalled and re-installed the version that came out yesterday (http://www.microsoft.com/en-us/download/confirmation.aspx?id=45333)

While setting up the connector on ServerB, I get the following error message: 

Power BI user name ‘[email protected]’ cannot connect to ‘SERVERB\DEV’ Analysis Services Server due to an effective user name mismatch.

Has anyone been through the above?