And the path to Windowssignin.aspx is Admin/Security/Windowssignin.aspx correct? Is that the path that's showing in the URL when you get that message? Are you getting the Windows IIS popup asking for your user credentials at all?

It sounds like there's something odd going on with your server or perhaps a policy that's forced on your computers as the popup I'm asking about is generated by IIS and not by DotNetNuke. In your computers internet options, have you added the site to either the trusted sites or intranet sites lists?

I just thought of something else. What browser are you using? I know there are some issues with Firefox so try IE if that's the browser you're using.

I'm running out of ideas. If you try to manually login by typing Domain\Username and your domain password can you get logged in? That'll verify the AD is definitely working.