Thanks Brian,
Not sure on our corporate ISP, I work for a state government agency and this happens both on the corporate LAN and the wireless network, WinXP (I'll have to double-check the version of IE we are using), plus on a work iPad (iOS v8.xx) accessing the Internet via VPN.
I will take a screenshot of the error message; have been convinced it's an issue at my end, but don't understand why (as you said) it doesn't recognise me as a non-logged in user and prompt me for username and pw.....