Im getting the same thing on a fresh install. index.htm comes up fine. But a index.php file (when specifically asked for) comes up with a dialog box. Using the admin user and pass - then displays the page - it has phpinfo() to view the config.
I have it set for annon access. Each file SEEMS to have the same security settings.
This seems odd. Have had other installs that worked perfect. This has happened 3 times in a row.
IIS/Win2000/site is virtual hsted - but on a separate IP address.