Common Problems AX 2009 Client - Server connections.

Problems listed here are faced commonly with AX 2009. I will post here as soon as I find and solve them.
These are very basic steps, but will surely will help you remember small things.

Here's how to solve connection problems such as "Connection with the Application Object server could not be established."

Here's how to solve problems for "Logon error You are not a recognized user for Microsoft Dynamics AX" or any "Logon error" related issues.