We have a staff portal site on IIS with Windows Authentication for SSO, when accessed externally on work machines the site is inaccessible and returns 'this page cannot be displayed' a fiddler check show it getting a 401 Unauthorized error.
On non work machines like home pcs it prompts for the user credentials and then works fines.
I believe the problem is caused by the fact that this site is added to a IE security zone that has 'automatic logon with current user name and password' enabled.
But it should just prompt if it can't login.