Recently I was working on a redesign of a school site. (www.laurensacademy.com) I decided this was another great opportunity to sink my teeth into some fun SharePoint stuff.
Once the site was finished, I kept noticing that a login box would keep popping up. I had set the site permissions to be anonymous, so why am I getting this login? I checked and rechecked my permissions and never found anything wrong. Finally I called Tech Support at FWHN (our preferred SharePoint Hosting provider). It so happened that I had closed a web part through the browser.
This particular web part had non-anonymous permissions tied to it and required a login. Even though it was no longer showing in the browser, SharePoint was still looking for the login.
To fix the page I had to open SharePoint Designer and remove the web part from the page. Plus, the 3rd party web part I used had added some code at the top of the page that was a bear to remove. So, be prepared to look for extra code being added to the header of the page when using a 3rd party web part. Lesson learned.
If you change a permission based page to an anonymous (or to permissions lower than the previous level) page be sure to remove any web parts that may require permissions higher than you intend. Also, another hint, play with web parts on a separate page!