using BUILTIN groups and windows authentication

I have an intranet application I've built using asp.net 3.5 / running on
IIS6

I want to use BUILTIN groups on the server that contain domain users. So I
set up my web.config like so for example:
<authorization>
      <allow roles="BUILTIN\Intranet_Admin"/>
      <deny users="*"/>
.....

Using BUILTIN roles, when accessing the app, a windows pop-up appears asking
for a user name and password? Why and how can I get around this?

Using domain users or groups works fine.

Thanks.
...