IIS Intranet Web NT Authentication

I want to use NT Authentication for a 3rd party software on a 2000 server with NT4 domain. I want to use Integrated Windows Authentication. When this is setup a user tries to access 3rd party software and gets prompt for Site and Realm. The users all go through a Proxy Server. Will I be able to get this to work? Is it a problem because of the 2000 server in an NT 4 domain? Or because of the Proxy Server?