If you're logged into a domain, Microsoft Internet Explorer (MSIE) only allows integrated authentication to a website in the domain if the site name has no dots in it. If you connect to a web server using the machine name, you won't be challenged for a username/password but if you use the full Fully Qualified Domain Name (FQDN) or Internet Protocol (IP) address, you will be challenged. If that is the case, you can work around it in Internet Explorer by clicking on Tools, Internet Options, Security, Local Intranet, click 'Sites', Advanced, then add the FQDN or IP address to this list. Once that's done, the FQDN or IP address will be considered part of the intranet, therefore trusted, and so your domain login will be honoured as authentication to the website. The addition of the FQDN or IP address for a server to the list of 'intranet' servers can be centralised so that it automatically applies to all users who log into a domain, using Group Policy.
Further information around this area can be found here (http://support.microsoft.com/Default.aspx?ID=258063)