What "zone" does your browser consider the site to be in? IE6 will
autosend credentials only for the "Trusted" and "Intranet" zones out of
the box. IE7 and later will only autosend for the "Intranet" zone. To
autosend for other zones (not recommended) you'll need to change the
local IE settings for each client, or you can add the URL for the site
to one of the existing autosend-enabled zones.