i use Windows XP_SP_3 and IIS 5 (local host), build site with asp.net4 and use this code:
Application appClass = new Application();
Document wordDoc = appClas
Start Internet Information Services (IIS). Right-click your application's virtual directory, and then click Properties. Click the Directory Security tab. Under Anonymous access and authentication control, click Edit. Make sure the Anonymous access check box is not selected and that Integrated Windows authentication is the only selected check box. Configure ASP.NET to use Windows authentication with impersonation, use the following configuration
...
<authentication mode="Windows"/>
<identity impersonate="true"/>
...