Proxy Authentication box is not seen while accessing Internet through Proxy

Windows OS XP profession SP2 . IE 6.0 SP2 installed
I am browsing IE with proxy authentication.
First time while trying to access internet Proxy authentication window appeared and typed my username and password and I saved . After that proxy authentication window never appeared.

Now I want the proxy authentication window to appear everytime I access internet .How to do that.
Thankx and regards