looks like your are not properly set to login to FMS. This is the Window that shows up when you want to login to Windows (Server). In the screen shown above, GTS2K is the domain and 'jeff towle' is the name of a user on the domain (or the FMS login Windows Server mistakenly thinks it' a Windows user).
My guess is that in trying to connect to FMS, the proper port is not specified.
Looks like a permissions problem. That's the screen Windows shows to authenticate you, such as when you're using Remote Desktop. It shouldn't be showing up on a browser page. Like Gilles mentioned, make sure all the proper ports are open (e.g., port 443 for secure browsing). Also, you might want to double-check IIS settings to make sure anonymous authentication is enabled.