Internet site logon failure.

We have a group of users that access a website and all of the users have the same IE5.5 on Windows NT. I compared all Internet explorer setting and they look identical but there is 1 machine that can’t connect to this website.

The site prompts you for a username and password and it works fine on all machines except 1 that fails to logon. I know the username and password is correct because it works on all other machines.
Any help on this would be greatly appreciated.