This is not a server side setting. This is security in IE and the only other thing is if you are using an Enterprise license you can setup your system for anonymous access. However, this would allow all user to open all document.
If your server is Active Directory member and your browser send your credentials, like IE handshake, you will not need to type your credentials. To work fine, use the default Qlikview Web Server settings (Always / NTLM / Default login)
I installed all servers with this scenarios and works fine in IE.
Otherwise, you can customize and integrated like SSO the Qlikview Web Server useing TICKET, HEADER, Authenticate.aspx or 3rd party solution.