What am I doing wrong, with Windows authentication?

I've got a simple ASP.NET WebForms app on my Windows 7 PC.  Really, it is very simple.  I have it set up to use Windows authentication, for when someone logs into the app.  Using the built-in login controls, etc.  I check the "Remember Me" checkbox, but when I browse to the ASP.NET site it always asks me to log in.  Why doesn't it remember who I am?  I'm sure I'm doing something wrong, or more likely not thinking about how this works properly, so I'd appreciate direction as to how to properly think of this, please.
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