I agree that users whine a lot, and if they got the promtp, they be just like that.

But is there a way to force the authentication as "cacosapo" writes? How do you turn off the integrated authentication?

I tried to logon into a different domain, then I get the logon prompt. But also get the option to save password.

I saved the password, and tested a small exe program I found, that lists all IE saved passwords.
There it was in plain text server name (or ip rather) / username / my password.

I guess there just is no safe way to have Internet for the users...