To resolve this problem, follow these steps on your Project Server 2003
server: 1. Start Microsoft Internet Information Services Manager (IIS).
To do this,
1. click Start, point to All Programs, point to Administrative Tools,
and then click Internet Information Services (IIS) Manager.
2. Expand your server.
3. Expand Web Sites.
4. Expand your Web site.
5. Expand ProjectServer. right-click , and then click Properties.
8. On the File Security tab, click Edit in the Authentication and
access control area.
9. In the Authentication Methods dialog box, CLEAR the Enable
anonymous access check box, SELECT the Integrated Windows
Authenticatin, and DO NOT check any other box, then click OK.
10. On the File menu in Internet Information Services (IIS) Manager,
click Exit.
_________________
I hope it help.
Abobakr.