OWA prompts for authentication when trying to logoff

When I check mail from outlook web access like http://mail.test.com/exchange , it asks for authentication and prompts user name and password. After providing active directory User name and Password I could gain access to my mail box. But the problem is when I click on Logoff button it again prompts for User name and Password. In the user name dialog box when I provide domain\username and password only then it logoff properly.

I only have a single Exchange 2003 box.  I verified that anonymous authentication is enabled on the /exchweb virtual directory, found in IIS settings.  There is no /exchweb listed in System Manager...

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