Users having problems accessing my ASP.NET app remotely

 I am having a strange problem when users try to access my asp.net application hosted on our server.  A little background:
The operating system is Windows Server 2003 64-bit edition running IIS 6.0 in 32-bit mode I had anonymous authentication in IIS turned off and was only allowing Windows Integration authentication in IIS. Users would get a page not found when accessing the url from thier own computers. Most of these users are using IE7 or above. All users are logged into their intranet windows network accounts from active directory. Only when I allowed anonymous access the users can access the site  
My problem is, we need to track the users that are accessing the site and store the name and access time in the database.  When I turn on anonymous access, whenever I try to grab the LanIdentity the value is always null.  I am attempting to grab the user ...