Exchange OWA Login Problem

Win 2K3 Server with Exchange 2K3
I login to a Win 2K PC and access my OWA using IE. The login paper pop-up. I key in my user name, password, and domain. The login window will pop-up again and again even though everything I key in is correct.

But if I click on “Cancel” on the login screen then press F5 to refresh the page, the my OWA page will be displayed.

Why the login screen will pop-up even I key in the correct user name and password?