Have you checked to see that the AMT Computer object was successfully created in the AMT OU?
What firmware version of vPro client are you working with?
Do you have the following IE hotfix / Registry entry applied? http://support.microsoft.com/default.aspx/kb/908209
Do you have the latest SCCM rollup hotfix applied? http://communities.intel.com/docs/DOC-1897
There are some good troubleshooting steps outlined here also: http://communities.intel.com/docs/DOC-1627
If you are using SCCM SP2 here are some additional steps: