The SocketException seen below is indicating that mongod is no longer running, i.e. the process has exited. I have to go back and restart it after manually deleting the lock file.

C:\> mongo <server> -authenticationMechanism=GSSAPI -authenticationDatabase=$external -username <user>@<domain> -password <password>

MongoDB shell version: 2.5.3
connecting to: <server>/test
2013-10-24T13:12:35.072-0500 Socket recv() errno:10054 An existing connection was forcibly closed by the remote host. 23.96.25.195:27017
2013-10-24T13:12:35.094-0500 SocketException: remote: 23.96.25.195:27017 error:
9001 socket exception [RECV_ERROR] server [23.96.25.195:27017]
2013-10-24T13:12:35.111-0500 DBClientCursor::init call() failed
2013-10-24T13:12:35.124-0500 Error: 10276 DBClientBase::findN: transport error:
qa379-win2008R2.cloudapp.net:27017 ns: $external.$cmd query:

at src/mongo/shell/db.js:1175
exception: login failed