Thanks, Sergey.
While it looks like something I could have used, but I have already changed the way I am pulling a SSRS report:

objXML = CreateObject('Msxml2.XMLHTTP')
objXML.open("GET", pcUrlName)
objXML.send()
DO WHILE objXML.readyState # 4
ENDDO
This way it works no problem.


>See if info at http://msdn.microsoft.com/en-us/library/aa384220%28VS.85%29.aspx can help
>
>>I have tried to set user name and password using InternetSetOption but it still did not work.