It's very confusing for someone who doesn't know either LDAP or AD well to read
in the Active Directory plugin's help:

"With this option, Hudson authenticates the username and the password through
Active Directory. For this to work, Hudson must be running on a Windows machine
that belongs to the domain. (To run Hudson on a Unix system and have it
authenticate against Active Directory, use LDAP.)"

According to a discussion in the mailing list it works, though:
http://www.nabble.com/LDAP---Active-Directory-failing-to-authenticate-td18347093.html

"It looks like the help wasn't updated. Mine says that too but it works find on
RHEL. I was running AD plugin version 1.4. I just upgraded to 1.5 and that
also works."

Thus, the help text should be fixed.