A common problem with publishing SharePoint sites is the constant authentication prompts you get when working with SharePoint information and Office applications. I think just about every ISA firewall admin who’s published a SharePoint site has run into this problem.
The problem is related to cookie handling. The key is to change the form settings to use persistent cookies. The problem is that there are security implications to this decision.
Check out Philipp Sand’s article on this subject where he explains the issues and the implications or your possible decisions at:
Thomas W Shinder, M.D., MCSE
Sr. Consultant / Technical Writer