I've got the same problem for my intranet Application.
Everyone have encounter the same problem about nothing having User.Identity.Name updated. I believed that the Web.Config should always have something like these here
<
authentication mode="
Windows"
/>
<
authorization>
<
deny users="
?"
/>
</
authorization>
Also make sure you have Authentication Methods of your Virtual directory checked with Integrated Window Authentication.
One more thing, make sure your browser support windown authentication by go to Menu -> Tools -> Internet Options -> Advanced -> Security -> check Enabled Integrated Windown Authentication.
This works perfectly for me with 95% of my end user in my company, there there's some other user whose still get the pop up window message.
I believe that this is not about the code, it's about your server security setup which I missed somewhere.
WHOEVER ENCOUNTERED THIS AND GOT IT FIX, PLEASE POST IT UP TO HELP US WHO ARE IN FRUSTRATION WITH THIS.
Thanks Guys