Sharepoint prompts for login credentials when not necessary

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I have MOSS 2007. Frequently sharepoint will ask for login credentials when going to the site, opening a document, etc even though it should be (and is) getting the credentials from Windows. Usually I can just hit Cancel to the login prompt and I can get in/open the document or do whatever I was doing.
This does not always happen, however. Sometimes it doesn't prompt me and lets me through as it should using Windows Authentication.
Any ideas?

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