open up Internet Options: Security: Local Intranet: Custom Level;
Under Miscellaneous/Access data sourceses across domains, change to Enable.
Under User Authentication/Logon change to Automatic logon or Automatic logon only in Intranet zone.
However, if youre this at work, and your company is like mine, every time you log on, you have to reset this, which is more of a pain for me than just clicking ok. god i hate IS