Login Automatically with Active Directory

I have set up my application to use Active Directory and I know this is working because I can manually log in with my active directory credentials and see the active directory groups in the Admin Area and all of the application pages. When I try to test the automatic login feature by opening a new browser window and entering the URL to an interior list page, it just goes back to the login screen. Is there something else I need to do to get the automatic login to work?