Within IIS, you will have to find your site, right-click and choose Properties. From there, find and click the Directory Security tab. Then, click on the Edit button (in the Anonymous access and authentication control section). Uncheck Anonymous Access at the top and, at the bottom, check the Integrated Windows Authentication box (in the Authenticated Access section).
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"Men occasionally stumble over the truth, but most of them pick themselves up and hurry off as if nothing ever happened."
- Winston Churchill