There could be a couple of reasons you are having issues.Possible solution 1:
The first is that when creating new IM users you are not existing out of the user screen before testing the login.
New users created in IM are stored in the security.cfg file.
The new users are not actually saved to this file until after you exist the user management screen.
if a user is created and login is attempted while the screen is still up the login will fail for ump.Possible solution 2:
Another reason my be that the user was already setup in ump and then deactivated but not deleted.
- login to UMP with administrator
- go to the control panel
- then go to users and organizations
- click on search all users
- click the advanced link
- change the status to any status and check for the problem user
- if it is there first deactivate the user then deplete the user
do not forget to go back and re-index as well
this can be done in server administration section
Re-index all search indexes.