in reply to Use LWP::UserAgent to go to a password protected ASP page

You can set the WWW-Authenticate (or any other) header in your HTTP::Headers object:
$h->header('WWW-Authenticate' => 'foo');
To see what values you need, try using the Live HTTP Headers plugin for firefox..

(Side note: WWW::Mechanize may make some of whatever you're trying to do a lot easier)