logon required occasionally

Hi,

We have SBS 2003 with all updates installed.
Usually secure logon and password is required but occasionally user can
close MSIE and restart MSIE and access sharepoint services over Internet
without any secure logon.

Is it normal that in order to access windows sharepoint services secure
logon and passoword is required only occasionally?
Until now we considered windows sharepoint services as secure environment.

John



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