Two authentication dialogs displayed for aspx pages

[Kathy]

I have a web application that uses both asp and aspx pages. We are using
basic authentication.

When someone tries to access an asp page, they get a dialog prompting for
name and password, well and good.

When someone tries to access an aspx page, they see the first dialog,
followed by a second dialog that prompts for name, password, _and_ domain on
Win2K, name and password only on XP with the domain prefixed to the user
name.

When the second dialog appears, it is not necessary even to enter anything,
if you press OK, it disappears.

The web.config file has <authentication mode = "None" />. I've tried every
combination of <authentication> and <identity>, it changes nothing.

Can anyone tell me why this is happening and how to get rid of the second
dialog?

Thanks.

- Kathy