How can I use Windows Authentication so that #CGI.AUTH_USER# shows the person who is logged into the computer?

Right now, CGI.AUTH_USER shows nothing. We're using CFMX 6.1 on Win2K (WinXP Pro Development Platform) During testing, the address is:

http://localhost:8500/intranet

which directs to:

C:\CFusionMX\wwwroot\intranet

But unlike IIS's ability to easily control HTTP Authentication, I cannot find out how to do likewise with CF. I've even tried creating a virtual directory in IIS that maps to the C:\CFusionMX\wwwroot\intranet folder, and setting Authentication on it, and using:

http://localhost/intranetVirtualDirectory

but nothing happens. Any help?