Authentication is done by the OS and not QlikView. This is the default Windows (IE) login box that you will see at any website that is using Windows login. The Developers at QlikView can't modify this.
I did a binary search in QV files (executables, dlls, and OCXs) and I've found couple tags there that seems to be calling the QVW's Log-in dialog. This is why I was hoping that these labels are customizable (at least by QV components developers). But of course I am not planning to modify these binaries for obvious reasons.