VBA login to Intranet, opens another workbook and looses login session

Hi All,

I've got a workbook that runs a macro;

1. Opens an Internet Explorer window
2. Navigates to a login page on the local intranet
3. Logs in
4. opens another workbook and runs another macro which does ActiveWorkbook.RefreshAll and saves
5. The original workbook then moves on to the next file

Previously this worked fine then when some of the internet settings were changed and the homepage was set outside of our intranet the macro would work up to the point of opening another workbook. When it went to refresh all it would loose the login information and not be able to return data on the "ActiveWorkbook.RefreshAll", just returning "Username" & "Password".

Has anyone else ever encountered this?

Thanks,
Dan

Could you upload the file for reference?