Due to NTLM access being blocked by some firewalls and proxy servers you may want to enable Kerberos instead.
The following articles provide the details:
How to configure SharePoint to use Kerberos:
http://technet2.microsoft.com/Office/f/?en-us/library/40117fda-70a0-4e3d-8cd3-0def768da16c1033.mspx
How to create an SPN:
http://msdn2.microsoft.com/en-us/library/aa480609.aspx