IIS (in some cases) require authentication for Asp.net pages

Hi.
I have one site published on a windows server 2003 R2, in Default Web Site.
The site responses normaly  for:

        http://localhost       and        http://localhost/default.aspx
 
But when I put: (in the local machine)
        http://10.36.1.39     or     http://10.36.1.39/default.aspx     or     http://127.0.0.1     or     http://127.0.0.1/default.aspx,
the folowing error occurs:
        "HTTP Error 401.3 - Unauthorized: Access is denied due to an ACL set on the requested resource."
 
So, I tried with a simple html page (index.html) witch works fine for all options:
        http://localhost/index.html    ...