HELP! IIS 4.0 on NT4 Server Not Serving Documents the same..

I am using an application called LiveLink on IIS. It uses
compiled scripts (livelink.exe) to navigate and stream
documents.

This worked fine on IIS 2.0 (I think that was the version
which we originally installed with NT 4).

Another application required .ASP support, so I installed
IIS 4 with option pack 4 and applied SP6a.

After this, LiveLink still functions, but when I try to
open a link to a document, I can see that Word loads under
IE and my NT4/win2K client machines are asked to
authenticate.

My Win98 systems are not asked to authenticate and stream
the Word doc down just fine.

Any ideas?

Thanks, in advance!