When we access the following website with IE7 (http://www.bloomberg.com/markets/currencies/cross-rates/) we have no problems.
Even if we have the site open for more then 30 minutes.
When we access the website with Firefox 10.0.2 and we have the website open for a few mintes we receive the following message.
The proxy moz-proxy://<IP>:<port> is requesting a username and password. The site says: "McAfee Web Gateway".
Users version of the McAfee Web Gateay is 22.214.171.124.0
This looks to me like the proxy requesting for reauthentication. I've found the NTLM authentication in Firefox to be quite ropy. Try it in Chrome, and I expect it will work ok too.