In order to get that done, you need to make MWG do basic authentication in some way. That will generate a 401 reqeust - web server authentication. The result is an authorization header which MWG will be able to forward to the destination, which then also must support basic auth.
NTLM is designed for the 1st hop only and cannot be relayed.
So what kind of auth is Authentication server using then, NTLM ? How can I get basic auth with MWG and how to forward the headers to the web server ?