Integrated Windows Authentication not working through a Firewall

I am using my laptop to do asp.net development. And it has Zone Labs
Integrity Flex firewall running all the time. (This is a similar
product as Zone Alarm.)

The application is using windows authentication to identify the user and
perform necessary functions. In order to achieve this, the site is
configured to have the following "Directory Security"

- Anonymous access is turned OFF

- Integrated Windows authentication is turned ON (and other
Authenticated access options are OFF)

When I am trying to access a page, an error page "Page Cannot
Displayed" appears. The IIS log shows four trials of the same page
with HTTP 401 error.

I am suspecting that some communication is being blocked by the firewall
that IIS is failing to get authenticated through the domain controller.
I want to get a basic understanding of what processes are involved
behind the scene and which ports are used by them so that I can open up
the firewall to enable these. (I've tried enabling the most things that
I could see that may be involved, but still not working.)

When Anonymous access is turned ON, the application works fine EXCEPT
that I don't get user information.

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