How to login when blocked by Authorization Required error message?

I am an affiliate of many programs. I am running XP with sp2 and certain programs will not allow me to see the login screen where the user and PW would be entered. Has anyone found the way to work around this prob so a person can get the login screen to display? When I click on the login tab, I get the error message. Is this something I can change in the control panel or do the sites owners need to adapt their logins to be XP sp2 friendly? I clear the cache, reboot, nothing helps. Thanks for any help!