from what you describe, it seems to be a configuration issue with Internet
Explorer. In IE navigate to Internet Options on the menu bar. Then click on
the security tab, and select Local Intranet. Under Local Intranet, select
sites, and then advanced. Make sure that your sharepoint site is listed
there. Click close, and then okay. Still under the Local Intranet Tab, click
on custom level, and scroll all the way to the bottom of the menu, and make
sure that Logon with Current Username/Password is selected.

some of these settings may be controlled by your network team, so you may
need to contact them for assistance. If this doesn't work, we can look at
other options.

MS will tell you that is a function of a layer of security. Usually, the trusted
domain settings on IE take care of it. We had talked about a GPO to set this for
everyone but we are too diversified to manage that globally. And, the average
user can't handle setting the permission levels in IE.

Don't forget to set your "Browser File Handling" in the CA under the "Web
Application General Settings". A setting of "strict" specifies an added level of
security headers on every document.