Mozilla Firefox Problem on Network

I’m on a work network using winXP, and have installed latest FF, rel. 2.0.0.3, mainly because I found IE 7 very slow.
But, when surfing with FF, I occasionally get an error message entitled "Authentication Message", which prevents further access, see image:

http://img239.imageshack.us/img239/8803/ddxb1.jpg

This occurs randomly, but one site in particular that cannot access is googlemail and ebay is extremely slow.
I've asked my network guys, and they're not supporting me, assume because I am not using MS Internet Explorer - which is sooo slooow and crashes regularly.
I have tried inserting my network username and password but this does not work. We have three IT pros here, and there baffled!!
Also, plugins do not successfully download.
Please help.....