On 2003 server using integrated windows authentication, when the gray box pops up if the users inputs the wrong credentials the server would kick out a 401.x error. you would then be redirected to a pages that is set in the "Error Pages" unders IIS. However, in 2008 servers their is an entry for the correct error code and pages under IIS but when this same action is performed you get a white screen. I have tested this behavior on other 2008 installs and it does the same thing.