Prompt for Username And Password

[TN SysAdmin]

Problem Description:

I currently have Office 2003 on my machine. I am trying to open an excel
document from our local intranet. The document opens properly, however when I
try to "Save As" to my local machine, it prompts me for my username and
password.

Possible Cause:

I have tried the same procedure using Office XP and the same results.
However if I load Office 2000, it works properly and I am then able to save
the excel document.

Anyone have a clue why I can't bypass the username and password prompt using
Office 2003??????

Your input is greatly appreciated.