One of the exciting new SQL Server 2008 features for those of us deploying SQL changes to multiple servers is the new Multiple Server Query Execution. We immediately found that opening a SQL file against a server group fails if you use Windows authentication to connect to your database servers. The query window shows that all connections are disconnected, and a login failure shows up on every SQL Server in the group.
Workaround: Open a blank query window, and paste in the contents of the SQL script you want to run.
If you’re blighted by this bug as well, please vote it up in Microsoft Connect.