Can't access website with host header

I've created a website at port 80, with a hostheader of "TestLab". The site
is configured for Integrated Security; identity impersonate="true".

I can access the website from an external server hitting
http://testlab.comp.com, and the site works great. If I access the site from
the windows server that the site is hosted on, I get reqeusted for credential
(rejected), and a "You are not authorized to view this page" error message.

If I set the access to anonymous, I can access the site just fine from the
hosting server.

I also tried creating a new website at port 90, pointing to the exact same
files, with no host header set up. I can access the site just fine from the
hosting server.

What am I doing wrong here. Why cant I hit this site from the local server?

Don