Anonymous users getting prompted for userID when opening Office documents

I've got a public internet site powered by SharePoint 2007 which has anonymous access enabled for my entire site collection. I've got a library with two documents in it, a PDF and a Word 2003 document and basic SharePoint page with links to both of these document (providing a friendlier public face than the default document library interface). The goal is to allow read-only access to these document - no uploading back to the server allowed. Using Firefox, I can connect to the site and download both of these documents, no problem. When I select the link for the Word document in Firefox and select the Open in Word option, the document opens up quickly and quietly. Same with the PDF and Firefox - no problems opening the document in the browser window at all. When I visit the site using Internet Explorer and click on the PDF link, no problems opening the document in the browser window. However, and here is the problem, when I click on the Word document, I get prompted for my userID and Password twice! I'm an anonymous user and I don't have credentials! If I click Cancel on the login prompts, the document does open, but it take a lot longer than with Firefox to get to my content.

In an attempt to stop this from happening, I've gone to Central Administration...Application Management...Authentication Providers and disabled Client Integration on my web application. No effect at all.

I know that for this sort of read only documentation, PDFs are generally preferred, but my client would like to use Word for a few of these forms. Any help here would be truly appreciated.

Thanks,
Matt Ranlett

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