web proxy and password protected websites

Ever since we started using our web-proxy (running in transparent mode as a bridge), all our secure websites that require you to enter a user/pass are not working.

It’s almost like you don’t even get the password pop up box anymore. It just basically gives you a “You are not authorised”, and no pop up box to put your password in.

Its by design. From RouterOS manual:
“Only HTTP traffic is supported in web proxy transparent mode. HTTPS and FTP are not going to work this way.”
http://www.mikrotik.com/docs/ros/2.8/ip/webproxy.content

sorry let me re-phrase that, not secure as in https.
I mean secure as in secured by windows authentication over regular HTTP.

For example, when you try and access certain Microsoft administration tools on another domain, eg, sharepoint, susadmin, it’s secure by an Active Dir user/pass.
I believe it’s NTLM.