WebDAV - can't seem to give access to non-guest user

I'm trying to experiment with WebDAV on my home network (XP, Apache
2.2.3). I think I've got the basic setup done. I've tried it with IIS
and now Apache, but I'm having the same problem. I try accessing it
from another machine on the same network (also XP) and the open dialog
has the username as Guest (actually mymachine\Guest) and I can't change
it. I've got a password file set up. I can't leave the password blank
and I can't assign a password to Guest, so I have nothing that works
there.

What might I be doing wrong?

Thanks!