I have an occasional issues where Pass through Authentication fails.  A user will go to the Service Desk URL and is prompted for a password, closing all browser windows and going back to the Service Desk URL will then pass through correctly most of the time.  However, some users will need to to log out of XP and back in to be able to pass through correctly.

Entering domain logon credentials doesn't work either.

 

Is there anything I can do to prevent this from happening?