Based on the picture it seems that we are talking basic authentication
[1]. Afaik, the dialog box is generated by tthe operating system and not
by the browser. But anyway it causes a problem to the selenium library
(or any library/interface that interacts with browser) because the
dialog box can not accessed by the browser controls.
The two most common ways to work around the problem are:
1) Disable the basic authentication. This is the easiest way to deal
with it, but it can be used if you do not need to test the basic
authentication.
2) The second option is to provide the username and password in the URL
[2]. For this purposes one should create some sort of testing password,
because the username and password are visible to all that can access the
test.
[1] http://en.wikipedia.org/wiki/Basic_access_authentication
[2]
http://wiki.openqa.org/display/SEL/Selenium+Core+FAQ#SeleniumCoreFAQ-HowdoIuseSeleniumtologintositesthatrequireHTTPbasicauthentication%28wherethebrowsermakesamodaldialogaskingforcredentials%29%3F
-Tatu