ANSWER:

1. Start IIS Manager or open the IIS snap-in.
2. Expand Server_name, where Server_name is the name of the server, and then expand Web Sites.
3. In the console tree, right-click the Web site, virtual directory, or file for which you want to configure authentication, and then click Properties.
4. Click the Directory Security or File Security tab (as appropriate), and then under Anonymous and access control, click Edit.
5. Click to select the check box next to the authentication method or methods that you want to use, and then click OK.

Taken from: http://support.microsoft.com/kb/324274

StarPilot from http://stackoverflow.com/questions/17197909