Microsoft CRM

Hi, I have installed Microsoft CRM on Windows 2000 Server with Active Directory. SQL Server 2000 is also installed. I have configured everything addining licences etc. But now the problem i get it is when ever i try to access the server in the internet explorer it asks me for a username and password as windows integrated auth. is enabled.
When i enter the username, password and domain the explorer automatically closes. WHere did i go wrong?
Any ideas?

Regards.