I was having the same error trying to add a Vista 32 Business Edition PC to an NT 4 domain using the Wizard. Error = "There is no user session key for the specified logon session"
This is what I did that fixed my problem.
1. I went into the Administrative Tools, Local Security Policy, User Rights Assignment, Add Workstations to Domain and added the Administrator account in there.
I tried the wizard again after this change and was still unsuccessful.
2. While still in Local Security Policy went to Security Options, Network Security: LAN Manager authentication level, selected Send LM & NTLM - use NTLMv2 session security if negotiated.
I tried the wizard again and this time IT WORKED! (I think this was all that
was needed, but why did others work without any changes? Mybe they
were already set?)
3. I posted the information here for all and save the information for the future.
Good luck all.