Couple things you can try. First, clear your IE temporary cache and cookies. Since you are authenticating anonymously, make sure you do not select to sent your "NT Identitiy" when that popup comes up. You would way to send "Anonimo."
Second, make sure that port 4747 is open in your firewall on both the server and the client machines (inbound and outbound).
If that is not the problem, check out these posts: http://community.qlik.com/forums/p/24753/94602.aspx; http://community.qlik.com/forums/p/17472/92662.aspx; http://qlikcommunity.org/forums/p/24357/93676.aspx