Using "Hudson's own user database" security realm, with "logged-in users can do anything".

From main Hudson page (any view tab), login works fine.
From project page for project tied to Master node, login works fine.
From project page for project tied to Slave node, login fails: HTTP 404 and browser shows this URL:
http://xx.xx.xx.xx:8080/j_acegi_security_check (the IP is our Hudson Master node)

Go back to main Hudson page, login works fine.