If you aren't being asked for a username and password for a download that requires authentication then your Internet Explorer Security settings may need changing...
To change the security settings of Internet Explorer follow the steps shown below:1. From the 'Tools' menu of Internet Explorer, select 'Internet Options'. Or Right click on the Internet Explorer icon on Desktop. Select properties. A dialog called Internet Properties or Internet Options will show up.
2. Select the security tab.
3. Click on the 'Custom Level' button.
4. Scroll to the bottom of the page to the 'User Authentication' section.
- Ensure that Logon is not set to 'Anonymous Logon'.
- If it is, change this to one of the other options; preferably to 'Prompt for username and Password'.
- Save and close the dialogs. Restart the Internet Explorer.
This should solve your problem.