object obj = myBrowser.ActiveXInstance;
IOleObject oc = obj as IOleObject;
oc.SetClientSite(this as IOleClientSite);

string authHeader = "WWW-Authenticate: Negotiatern";
myBrowser.Navigate(_URL, "", null, authHeader);

public int Authenticate(ref IntPtr phwnd, ref IntPtr pszUsername, ref IntPtr pszPassword)
{
  pszUsername = Marshal.StringToCoTaskMemAuto("user");
  pszPassword = Marshal.StringToCoTaskMemAuto("pass");
  return S_OK;
}

pszUsername = Marshal.StringToCoTaskMemAuto(@"domainuser");
  pszUsername = Marshal.StringToCoTaskMemAuto("user@domain");