php4 on NT 4.0 - giving me a nightmare

I am new to this list. I have a 6 month old problem. I have a server at Interland that is running Windows NT 4.0. I have installed php4 on two separate NT boxes for different hosting companies. Despite note on instability of php4 in using the php4isapi.dll was the engine it works like a charm on those two boxes. Here goes. The box I have at interland does run php, but there is a problem. I installed php4 in IIS for the website which is pretty straight forward. I did it no different from what I did on the other boxes. When php4 is installed on in IIS and I try accessing the site from my browser and was prompted for username and password (see fig below). If I supply the correct password all is well. Php runs and all is well. But if I remove php from IIS the site comes up without the prompt for username and password (see fig above). This is how it should behave when php is installed. So basically once php is running in IIS for a website, NT request a login. Without php the site comes up without the prompt to log on the server. I know very little about NT and bacause I have not had any problems with the previous installations I am lost as to what to do next. This project is 6 months late, bacause of this problem. I have remote control access through pcAnywhere so if insturucted I can do the necessary adjustments. Please I need help on this one.