strange authentication problem involving cluster

[Shimon]

Hello,

I have encountered strange problem regarding authentication and
clustering.
This is the scenario:
We have an intranet web site with anonymous access, security using
forms Auth and impersonate true. Web site is running under domain
account (called "natar") and connection to DB done through Trusted
connection (with this domain account).

In this site we have another folder which is configured as WINDOWS
authentication
And connection to db done through specific username/password.

We have one group of people browsing the main part of the web site
(anonymous access) and other group receiving email with link to the
WINDOWS authentication part which they can access directly without
being asked for authentication.
Everything is working fine on a one web server configuration env.

The problem we encountered is that in a clustered Env. (MS application
center),
When user browsing the main part of the web site, opens another window
to browse the WINDOWS authentication part and return to the previous
window - HE somehow inherits the windows authentication and receives
the following error:
Cannot open database requested in login 'natar'. Login fails. Login
failed for user 'NT AUTHORITY\ANONYMOUS LOGON'.
He somehow losses the anonymous access with forms auth., and trying to
access with his own account ?!