Hi Jonathan,
Thanks for the reply. In fact this server is in single domain environment.
I tried excluding the Order Management from the BP installation, and it went through well.
Now when i use the Add Feature to add the Order Management, again it prompted the screen for eConnect COM User, then when i entered the info again it prompted the same "The domain must be an actual domain."
Perhaps you can test out on your side?
As a side note, I've installed eConnect using the BP installer media, and also the standalone installer downloaded from PartnerSource. Either ways doesn't help in this matter.