Can't log in on domain which redirects to another domain.

I have a domain: http://www.mydomain.com. This domain is redirected to http://mydomain.anotherDomain.com.
I user forms authorization, so when the user navigates to Default.aspx he is redirected to Login.aspx. Pretty standard stuff.
On FireFox the user can log in on both on http://www.mydomain.com and http://mydomain.anotherDomain.com.
But with Explorer http://www.mydomain.com doesn't work. I only get the Login.aspx page.
Can it have anything to do with that on http://www.mydomain.com I can't see the filename ('Default.aspx', 'Login.aspx')? How can I enable so the filename is included in the redirected domain?



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