Login dialog comes up when accessing web site

Hello,
I've got a aspnet web app which has its own login screen. I recently moved
it to a new server 2003 box. Now, when I try to access the web app, I get a
windows logon dialog first. If I use my machine userid/password in this
dialog it goes into the web app fine.
I've got anonymous access turned on with the ASPNET, IUSR_machinename,
IWAM_machinename accounts with access to the web site folder(s). They all
have modify/read (not Full).
I've got Anonymous Access using Integrated Windows Authentication turned on.
The anonymous userid is IUSR_machinename.
Does anyone know why the login dialog is coming up?

Thanks