Hi, c0mpshades45
By default, if you set anonymous authentication, a request will IIS Server use the build in "Network Service" account.
If you set both impersonation and anonymous authentication, the request will use IUSR_<ComputerName> account.
If you replace IUSR_<ComputerName> with your created user and with your own password. Try set impersonation to true, and see if the login dialog will show or not.
Regards