Item Level Security and opening documents Login Prompts

Hi all,
Someone has created a document within a specific document library. On this Document Library we've set the Item Security per Item. We assigned Read Permissions to a couple of users to this document.
When users try to open the document it comes with a couple of Login Prompts each time the user opens the documents. When other document libraries with normal permissions it doesn't show the Login Prompts.
Why does these Login Prompts come up?
Thanks

Does the library have versions enabled? Also are these logins occuring within word/excel etc?
If there's multiple login prompts which occur even if entering valid credentials what does hitting escape (after the first prompt) achieve, does the document open anyway?
There's a situation where Office will prompt for credentials if you open a document when you've only got read access but there's a version history (to which you don't have access). This is to allow you to enter more highly privelidged credentials if you
want to.

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