SQL Server and SQL Server Agent service cannot start on third server.

We have 2- node Windows Enterprise 2003 x64 servers clustered in
active/active configuration with SQL 2005 x64 installed on it. Both servers
are domain controllers.
Now we try to add another node to the cluster. This third server is not
domain controller. We added new node to cluster and this work fine. Cluster
disk and other resource (IP address, network name) can be transformed to
third server. Then we changed SQL instance configuration and added third
server to possible owners of instance. Installations pass OK.

Problem is that we cannot move SQL instance to third server when user that
starts SQL and Agent services is normal user. When user is part of
administrators everything starts normally.
All HF and SP are installed.
User have privilege granted with GP – Log on as a services.

Logged error is:
Event ID: 17053
UpdateUptimeRegKey: Operating system error 5 (error not found) encountered.
Event ID: 17113
Error 3(error not found) occurred while opening file 'U:\Microsoft SQL
Server\MSSQL.5\MSSQL\DATA\master.mdf' to obtain configuration information at
startup. An invalid startup option might have caused the error. Verify your
startup options, and correct or remove them if necessary.
Event ID: 17053
UpdateUptimeRegKey: Operating system error 5(error not found) encountered.
Event ID: 17049
Unable to cycle error log file from 'U:\Microsoft SQL
Server\MSSQL.5\MSSQL\LOG\ERRORLOG.5' to 'U:\Microsoft SQL
Server\MSSQL.5\MSSQL\LOG\ERRORLOG.6' due to OS error '5(error not found)'. A
process outside of SQL Server may be preventing SQL Server from reading the
files. As a result, errorlog entries may be lost and it may not be possible
to view some SQL Server errorlogs. Make sure no other processes have locked
the file with write-only access.
Event ID: 19019
[sqsrvres] OnlineThread: ResUtilsStartResourceService failed (status 435),