Open intratnet document in Word 2007 through http

[Jay@HK]

I have a website for sharing .doc/.pdf file for users, the website is
hosted in Windows 2003 + IIS6.
The authentication for the site is Window Authentication + digest, so
I know who are using the site.
The authentication of document folder in the site is anonymous.
It works for a long time for 2000 / XP + 2000 / XP office users.

But when in Vista + Word 2007, It prompt me to login before open the
doc.
It doesn't matter what account I use, It still ask for login until I
click cancel.
Then it open the word file normally.
ie. just click cancel without any other account, it still can be
opened!!

How can I open the doc without prompt me for login? I swear that the
intranet site of internet security is already included my website and
using current user credential automatically.

Thanks for any advise.

 

[Jay@HK]

Further information,
I can open PDF at the folder in Vista without any prompt for password.

so, I think it should be Office 2007 matter.

Please help. Thanks!