Authentication Timeout

I am running some intense queries via ASP, and have tried setting the
script timeout and session timeout to 20 minutes (Many of these
queries can take 15 minutes to execute). When running, I get a popup
to reauthenticate after 5 minutes. The server uses Windows
Authentication to Authenticate users on the system. I can not figure
out what needs to be done so users do not have to reauthenticate
several times while loading the page. Does anyone have any ideas what
I can do?