The Java authentication login box does not accept a backslash in the user name. If you enter:

domaine\username

then the web server receive only the username without domaine. With a slash it is working. But the correct writing on windows is with a backslash. The user also does not see it. Only the login is failing. I have test it with basic authentication and Java 1.6.0_11.

The client code to show the dialog box:
new URL("http://localhost/xyz/securepage.asp").openConnection().getInputStream();

See attached screenshot for login box