Does everybody have access  to the folder where the HTM page is residing?
Also, in IIS, what is the security setting for the virtual directory
pointing to that folder? If it's setup as Anonymous, then there should
be no logins. But if it's setup as either Basic or Integrated, then a
login is required.

This cud be due to a host of setting problems. If you are using an IIS server to
host your intranet  then go to the directory security tab for the default website
and click advanced. This will open a window which says anonymous access. Make
sure this box is checked. This will stop the system from asking for network
username and password.

If the box is already checked then make sure that all your images and include
files are in the same server as the one on which you are hosting your files. If
they are referring to some other server the problem cud occur.