If you setup a intranet or internal site, and setup the security as Integrated Windows Authentication - and you still have Anonymous Access on as well, but are still getting a prompt, it is most likely you are using a domain name for your site (like intranet.myinternaldomain.com) - The way to avoid getting a windows login prompt when hitting the site is to add the site to your trusted sites in your local zone in your IE tools->options, security tab.