There are a lot of variables to account for here. First, make sure both the server and the client are on the same intranet. Then, make sure there are no proxy servers between them. Also verify that clients are using the latest version of Internet Explorer. If all of these are in place, you should be able to use automatic Integrated Windows Authentication. If you still have problems, read the "Integrated Windows Authentication" section of this article: http://www.microsoft.com/technet/prodtechnol/cms/maintain/secauth.mspx.
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