Proxy Authentication box is not seen while accessing Internet through Proxy

[santho...@gmail.com]

Hi All,
Windows OS XP professional SP3 . IE 8 installed
I browse using IE with a proxy. It requires user authentication.

First time while trying to access internet Proxy authentication window appeared and typed my username and password and I saved .
After that proxy authentication window never appeared.

Now the proxy authentication username and password is changed. But that authentication box wont appear in IE8 alone.

I have a chrome and firefox, in both the authentication box appears always.

Now I want the proxy authentication window to appear everytime I access internet.

How to do that.

Thanks and regards.