If you receive:
You already have a connection to the domain. You must disconnect before joining the domain.
when attempting to join, you probably have a network connection to a share on a domain controller.
You can have a connection, or presistent connection, even though your workstation is not a domain member, by connecting using a domain account and password.
To determine the connections that currently exist, at a CMD prompt, type NET USE. Once you have identified the connection, either use Windows NT Explorer / Tools / Disconnect Network Drive or NET USE <Drive:> /Delete to remove it.