Assuming you are using Safari on MAC OSX. (Am not sure if the issue persists on safari for windows as well…)
Safari prompts for authentication with NTLM as Mac OSX does not allow for storage of proxy authentication information.
This has been seen in 10.5.2 Am not sure about the latest version 10.5.4 tough.
Some of the workarounds available:
- Try using Camino (open source browser designed particularly for MAC OSX).
- There are some Proxy authentication applications available like Authoxy and SquidMan .These apps seemed to have made many Mac users happy… :)
More info on SquidMan: http://www.oreillynet.com/pub/h/371?page=last&x-order=date