WCF Windows authentication issue with REST service - wcf

Question

I'm having some difficulty setting up a WCF service to run under Windows authentication. The service is only consumed via jQuery using ajax.
IIS (version 6 on server 2003) is set to only allow Windows Authentication.
web.config has the <authentication mode="Windows" /> tag.
Here's the service section of the web.config:
<system.serviceModel>
<behaviors>
<endpointBehaviors>
<behavior name="AspNetAjaxBehavior">
<webHttp />
</behavior>
</endpointBehaviors>
<serviceBehaviors>
<behavior name="ServiceBehavior">
<serviceMetadata httpGetEnabled="true"/>
</behavior>
</serviceBehaviors>
</behaviors>
<serviceHostingEnvironment aspNetCompatibilityEnabled="true"/>
<services>
<service name="SearchService" behaviorConfiguration="ServiceBehavior">
<endpoint address="http://localhost:9534/SearchService.svc" behaviorConfiguration="AspNetAjaxBehavior"
binding="webHttpBinding" bindingConfiguration="webWinBinding"
name="searchServiceEndpoint" contract="MyApp.Services.ISearchService">
</endpoint>
</service>
</services>
<bindings>
<webHttpBinding>
<binding name="webWinBinding" maxBufferSize="2147483647" maxReceivedMessageSize="2147483647">
<security mode="TransportCredentialOnly">
<transport clientCredentialType="Windows"/>
</security>
<readerQuotas maxArrayLength="100000" maxStringContentLength="2147483647" />
</binding>
</webHttpBinding>
</bindings>
The interface looks like this:
[ServiceContract(Namespace = "http://MyService.ServiceContracts/2012/02", Name = "SearchService")]
public interface ISearchService
{
[WebGet(ResponseFormat = WebMessageFormat.Json, BodyStyle = WebMessageBodyStyle.Bare, UriTemplate = "GetSomeData?filter={filter}")]
[OperationContractAttribute(Action = "GetSomeData")]
string GetSomeData(string filter);
}
And the implementation:
[ServiceBehavior(IncludeExceptionDetailInFaults = true)]
[AspNetCompatibilityRequirements(RequirementsMode = AspNetCompatibilityRequirementsMode.Required)]
public class SearchService : ISearchService
{
public string GetSomeData(string filter)
{
// Call Database and get some results
// return the results
return "";
}
}
When I navigate to the service in Internet Explorer, it prompts me for my username and password, despite having Windows Authentication turned on.
As soon as I enable Anonymous Authentication, the service loads just fine and everything works. Problem is, I have other things going on in the web application that require anonymous to be turned off.
I've scoured the web and can't find anything on this problem.