NT authority\anonymous logon

 
I have Windows authentication in place.  In my web.config I have the following:  

<location path="apage.aspx" />
<authentication mode="windows" />
<authorization>
<allow roles="domain\arole, domain\anotherrole" />
<deny users="?" />
</authorization>

default.aspx has this on page load:
if (user.inrole(arole)then
label1.text = "welcome" + username
else
response.redirect("~\accessdenied.aspx")

Now
if I load apage.aspx, it loads however as soon as I want to pull data
(via search button -gridview) I get this error: Could not complete the
process. Due to: login failed for user'NT authority\anonymous logon'

What is the issue?  This is rather urgent!!
...