Get login even do SSO is enabled

Product:
IBM Cognos Planning 10.1.1
Windows 2008 R2 server

Symptom:
When you start Cognos Analyst you get a login message from the IIS server.
You have setup to use SSO together with Active Directory in Cognos Configuration on the Cognos server.

You have created a global security group for you Cognos Planning users in your Microsoft Active Directory, that you call GlobalCognosUsers.
You have added the GlobalCognosUsers group to the Planning Rights Administrators group in Cognos Connection.
You have also try to add this GlobalCognosUsers group to the System Administrators group in Cognos Connection.

Message:
Windows Security
connecting to servername
user:
password:
domain: corp
remember my credentials
OK CANCEL

Possible Solution:
The cognos planning user does not have rights to the cognos planning folder on the windows IIS server. Do this steps to solve the issue.

Start Internet information Service Manager
Click on default web site in the left side
Click on authentication in the middle
Ensure only “Windows Authentication” and “Anonymous Authentication” are enabled.

Click on IBMCOGNOS in the left side in Internet Information Service Manager.
Click on authentication in the middle
Ensure only “Windows Authentication” are enabled.

Start Windows Explorer
Go to the INETPUB folder on the hard disk
Right click on the folder and select properties
Click on the Security tab
Click EDIT button
Click ADD button
Enter GlobalCognosUsers at “Enter the object names to select ” and click on check names
Click OK
Now you have added the ad group with cognos users to the folder
Click OK
Click OK

Go to the COGNOS folder on the hard disk (where the cognos planning program is installed)
Right click on the folder and select properties
Click on the Security tab
Click EDIT button
Click ADD button
Enter GlobalCognosUsers at “Enter the object names to select ” and click on check names
Click OK
Now you have added the ad group with cognos users to the folder
Click OK
Click OK

Try to start the analyst client again.

Try to surf to the windows server (Http://servername) from Internet Explorer to find if that connection is working at all first. This need to be working before Planning Analyst will work.