It seemed to me like someone turned on Windows Authentication for the site, which is usually used for internal business web apps where you can identify people by their windows id. If you aren't automatically identified (usually you have to be on the same domain as the server or a trusted domain), it pops up a login box like everyone was seeing. Not very useful for an external site though, so maybe it was just a mistake.
Currently Playing: Saints Row 2 | Battlefield 2 | Company of Heroes
Recently Beaten: Gears of War | Super Mario Galaxy | Darwinia | MGS4 | Sam and Max Ep. 4, Portal | Mirror's Edge | Uncharted | Mass Effect
Looking Forward to: Alan Wake | Splinter Cell : Conviction | The Last Guardian | Batman: Arkham Asylum | SMG2 | Mass Effect 2 |