I have been real bugged with Sharepoint asking me to login problem. It only does this in Office 2003. I can add documents via the web browser just fine. Its bad enough that it asks me but then it doesn't like my password so nothing works. I have tried a bunch of things but ended up wandering away to my ISA problem.
My ISA problem was that I was not using the web proxy because the http redirector was stopping my access. My fix was to have the http redirector route directly which bypassed the web proxy. I ended up looking at this problem because it was like the authentication problem like the one I have with Sharepoint. I ended up tweaking and cleaning up the configuration. The tweaking involved implementing automatic configuration and cleaning up the site and content rules. After looking at the log files I figured out only one site and content rule was being used. Authentication was being used on about half the traffic. While I was tweaking I decided to start logging my data into the sql server. It is all well documented except that I had to use the capitalized dsn version in the isa log file setup. The lowercase version did not work?! I now can pull up the latest version of the web proxy log file into Excel.