Internet Explorer

Hi

I am having problems accessing a site which requires me to enter a username and password. This problem is intermittent although it wont allow me access the site more often than letting me. I was using internet explorer 5 but because of this issue i upgraded to 6 but the problem still occurs.
I cant really understand it a one minute it will let me access site the next it comes up with access denied, Also it must be a problem with my own PC as other workmates can access this site using my username and password without any problems. I have checked my setting with theirs and they seem to be the same.

Can anyone explain ?