proxy configuration for clients

hi
i have a nt server4.0 machine with pdc on it.i have also installed ms proxy server2.0 installed so as all the machines on other domain can connect to internet using proxy.i have no problems accessing the net through proxy machine but whenever myusers from other domain try to access the web page it prompts for the “Enter Network Password” and says ‘please type your user name and password’ and displays Firewall as my proxy machines IP Address and prompts for the username password and domain even after entering the proxy machines admin login and password it displays error accessing the web page. please help me f1