Answer. This probably has to do with a default security setting in Internet Explorer (since it's a default you would likely see this problem on several different computers). To fix it, click on Tools -> Internet Options -> Security Tab -> Custom Level Button. Near the bottom of the list of customization options, you'll find those for "User Authentication." Select "Anonymous Logon" for your authentication method and click "OK."

What is happening is that Internet Explorer is attempting to log into the site automatically using Windows logon information (even if you enter your userID and Password) and that is fouling up the works.