Cannot get token for Sandbox eBay account

There might be several reasons why eBay credentials do not work. For Example:

1) The credential for "Live eBay" site instead of "Sandbox eBay" is used.

2) The credential for developer.ebay.com is used instead of sandbox account.

It can be simply detected if sandbox account login is used or not - all sandbox account logins started with "TESTUSER_".

Normally, the sandbox account can be created using Sandbox Registration Tool, when you are logged into: developer.ebay.com.
(Direct url - http://developer.ebay.com/DevZone/sandboxuser.asp )