IE8 vs IE7 Security windows

Hi all,

I am trying to connect to a printer multifunction webpage in order to administrate the printer.
I notice that if I used IE7 I can navegate on the printer webpage and only if I access certain features within that printer it will prompt me with the security windows to insert the printer credentials.
If I use IE8 this security windows will display even before the printer webpage is loaded and displyed.

Is this any configurable settting?

Rgds,
L