Why IIS requires login dialog?

From: Lei Jiang (code_at_263.net)
Date: 06/23/04 

Date: Wed, 23 Jun 2004 20:55:26 +0800

When I access a web site on my machine, such as http://localhost/MyWebSite,
a dialog appears ask me to input username and password. Only after I input
my windows login name and password could I enter the site. How could I solve
this problem?

My environment is :

Windows 2003 Enterpries Edition, IIS 6.0 with anonymouse login and windows
login enabled.

Thanks!