When PAM registers with EEM during the PAM install, PAM groups and policies are created at the EEM level. If EEM is pointing to the internal EEM datastore, then users are also created and put into the proper groups for login to PAM. If EEM is pointing to an external datastore (such as active directory), then users are not created nor put in the proper groups. So if you are attempting to login to PAM as a Directory Server user, you must first login to EEM under the PAM application and add your user to the PAM group. Here is a knowledge doc that covers this subject:
http://www.ca.com/us/support/ca-support-online/product-content/knowledgebase-articles/tec565739.aspx
Also, if you selected to "Enable NTLM" during the PAM install, you might not be presented with a login dialog and it may be attempting to authenticate the user you are logged in as automatically. We recommend disabling NTLM authentication temporarily for testing purposes after a fresh install. It is easily re-enabled at a later time. Here is a knowledge doc covering that subject:
http://www.ca.com/us/support/ca-support-online/product-content/knowledgebase-articles/tec595670.aspx