When you are not using AD with project server, you will most probably need
to use Project Server accounts. When you use Project Server accounts, the
users will not be able to connect to the WSS sites for Issues Risks, and
documents. The only feasible workaround is to use Terminal Services, and
use Windows Accounts for anyone who needs to access the system. That way,
the person logs on to a terminal server, and he can then connect to both PWA
and WSS with the local windows account on the server.