Hi,
Are you testing with IE or with Firefox. It works for me using IE, but in FF I get a login prompt. Aliitle googling and I found notes on configuring FF to work also. The reason is it needs the browser to pass your windows credentials to IIS in the request and IE does this by default.
http://brennan.offwhite.net/blog/2005/07/22/firefox-authentication-with-ntlm/
and more notes about Windows authentication with ASP.NET
Scott Guthries blog post
How To Use Windows Authentication in ASP.NET
One further tip, is before you change to windows authentcation, make sure and change the admin user to have the same user name as your windows login. For example if my windows login is jaudette then I wiuld change admin to jaudette before making the change to windows authentication.
The reason for that is mojoportal still handles role membership internally, it does not use windows roles, so when I login using my windows login I need to already be in admins role to manage the site. Users will be able to login but will not be able to edit unless you put them into mojoportal roles with edit permission. The first itme the user visits a mojoportal user will be created autmatically based on the windows login but it doesn't get any roles assigned automatically.
Hope it helps,
Joe