Picture this: You are the farm administrator but when you go to the Shared Services Provider site you get the access denied message and you are asked for credentials!.

Well, there could be a few reasons for this, one being that you have given SSP administration rights to other users (or your SP admin predecessor) or the more likely one is that when MOSS was setup your account was not added as a site collection administrator to the SSP.

To fix this issue, simply go to central admin and assign site collection administration rights to your account.