I have a Dell i4100 laptop with XP Home connected to a LAN. Even though I am logged on to the network, each time I use Internet Explorer 6, I get this log on screen asking me for the ID and password. As a result I have to leave IE connected to the net all the time to prevent the log on appearing when I start IE again.
I had changed the user authentication to different levels.
It had been set to "Automatic log on only in intranet". I had tried "Automatic log on with current user name and password".
Still the same.
384 Mb RAM
40 Gb HDD
The problem is that XP Home does not support domain login like Pro does. It sounds like your FW is using Windows integrated authentication. Map a drive over to your server in the same domain or FW (if you can) and have XP remember the username and PW. This will allow XP Home to have a set of credentials to try - your local login to the PC doesn't count.
If the thought I thought I thought had been the thought I thought, I wouldn't have thought so much.