Anonymous access doesn't work.

Hi everybody,
I'm having a problem with anonymous access in IIS 6, it works for the default site, but not for its virtual catalogs. When I try to open www.sitename.com/test it prompts for login and password even with anonymous access enabled. I tried to use another account instead of IUSR with all the same configurations like NTFS permissions and group membership and it worked. What can cause this problem?