Symptom: do users complain that they need to login over and over when opening and saving word documents on your SharePoint ( MOSS2007 /SP2010 ) portal?
Then you probably have used a FQDN for your portal url.
The fix is quite easy if you have Vista or Windows 7 clients:
Add a reg key to “HKEY_LOCAL_MACHINESYSTEMCurrentControlSetServicesWebClientParameters”
with the name: AuthForwardServerList (MULTI_STRING) and add your portal urls as values: