I don't understand ASP.NET Window Authentication

[Henri]

Hi
I've designed a ASP.NET web site with an Admin folder that I want to be
secured.
Before, with ASP, I was used to unchecking "Anonymous access" from IIS admin
tool, then specifying "basic authentication".
Now, with ASP.NET, it seems that this can be done by putting a web.config
file in the admin folder.
I've tried this :
- added to application folder's web.config
<configuration>
<system.web>
<authentication mode="Windows"/>
</system.web>
</configuration>

- put in admin folder's web.config
<configuration>
<system.web>
<identity impersonate="true"/>
<authorization>
<allow users="mysite_admin"/>
<deny users="*"/>
</authorization>
</system.web>
</configuration>

But the login dialog box keeps appearing even if I enter the right
credentials...
Did I miss something?
Do I have to do the same as for ASP (change settings in IIS)?
Please explain me. Thanks.