Microsoft Outlook Web Access

Hello all-

I have a question regarding Microsoft Outlook Web Access which is our webmail service. Upon accepting the policy you are required to authenticate (login/password) which is fine. But upon opening an email attachment (doc, xml, etc) you are again prompted to authenticate but even though you authenticate or cancel out the document opens anyways. According to a client this never used to be the case as she/he was able to open the document without being prompted to authenticate. So my question is if there is any option I am overlooking in terms of removing authentication upon opening attachments?

Info:
*Exhange server 2003
*MS Office suite 2007
*Office XP
*IE Explorer v7