When opening a Microsoft Office document attached to a request in Internet Explorer, the Office application tries to authenticate on the remote server, which is the default behavior. This issue is specific to Internet Explorer and Office applications and documents.
A workaround is to use Integrated Windows authentication and auto login in Internet Explorer. (For instructions on how to configure this, see Integrated Windows authentication in the WorkflowGen Technical Reference Guide.)
Alternately, we suggest downloading the file instead of opening it directly from within Internet Explorer.
This issue and resolutions are fully explained in the Microsoft Knowledge Base article at https://support.microsoft.com/en-us/kb/2019105.