I have the following scenario - We have a few autologin computers, basically they are auto logged with a service account so they are always unlocked and logged. All the applications require the user to provide user/password, however we need IE to do the same, we need to find a way to be able who runs internet explorer (user account), currently IE is being launch with the auto logon account.
I was trying to make it work with IE / Option / Security / User Authentication / Logon - Prompt for user name and password
I have set this for the Internet zone but it's not challenging me for user and password when IE is opened.  
Am I doing something wrong with the setup? Or is there a better way to accomplish this?