You may have come across SharePoint sites where you get repeated credential prompts. Or, you get prompted multiple times setting up a data connection in your InfoPath form. This issue cropped up with the introduction of Windows Vista and continues on with Windows 7 and most likely Windows 8. The issue involves a fully qualified domain name (FQDN) being accessed with the WEBDAV protocol that SharePoint utilizes with client access.
While the KB article indicates a hotfix is available, the fix has integrated into Windows 7 service packs for quite some time.
The fix is to setup a registry key AuthForwardServerList with the list of FQDN sites that need to be treated as Local Intranet. This allows your credentials to be pass through the communication layers and to the server you are authenticating against.
For complete details on the procedure, see KB 943280