What is the URL of the site and what are the browser "trusted sites" settings? If you do not want to be asked to enter Windows auth. credentials, you need to add the site to the browser's trusted sites. For example, if you have just http://intranet - IE recognizes this as an trusted site, but if there is any subdomain like http://intranet.com - IE does not recognizes this as trusted, local site. The same applies for other browsers.
Adding web site in IE
Adding in Chrome