This is particularly a problem with domain connected computers running Windows 7/Vista/2008/2008 R2.  In XP, there was always a drop down menu with the local computer name listed if for whatever reason you needed to access the local PC.  Now you need to know what it is and luckily there is a shortcut.

Use “.” before the user name and you will be able to access the local computer

Example:  .adminuser