Hmmm, this doesn't really sound like a CF problem, but I'll throw something out here. I recently had a similar issue with our dialup users not being able to access a web site using NT authentication.
What fixed it for us was this:
Go into your network Settings properties -- Click on TCP/IP, click Advanced -- Under the DNS tab, click the Append these DNS suffixes radio button and add your domain name there.
You may need to check with your network admin on this one.
YMMV,
Tim P.