Ok, that's a tricky one. I remember having done that a while ago and here is what has to be done.

Whenever I add one more application (Web site), by default, it is using the NT Authority\IUSR account. To change that, we have to do this:

1. Click on the new application (Web site)
2. Click on Authentication
3. Right click on Anonymous Authentication and select Edit...
4. Change the selection to Application pool identity