IIS6 basic authentication & file downloads in IE

We have a website that has a basic authentication section to it with the
username/password assigned to users for read access to specific portions of
the site. They are able to authenticate fine and browse the site, but when
they click on a link to a powerpoint file .ppt, it prompts them for their
same credentials again using IE. It does not do this when the user browses
the site with firefox. Is there anything I can do on the server or client
side of things to change this behavior and eliminate the 2nd authentication
request on IE. Any help would be greatly appreciated.

Pete