No authentication popup

Hello,
I try to configure Access Control for a specific URL in a Reverse Proxy server.
I have defined a rule for this URL as explained in the Administration Guide (Sun Java System Web Proxy Server 4.0.2 2005Q4 Administration Guide November 2005 , chapter 8 , pages 152 and 153) :
Action Users/Groups From Host Rights Extra... Continue
1 Deny anyone anyplace all x
2 Allow (ReverseProxy) anyplace r-x--i x (ReverseProxy) is a group of users defined in the LDAP.
My problem is that no authentication is required when I access this URL : no popup window is displayed as explained in the documentation, I just receive an error message
Proxy Authentication Required
An error has occurred. Is it a special configuration parameter to force the display of the authentication popup ?
Thanks for the help.

Your reply was indeed very helpful, and I've already configured my systems, and its working fine.
However its not completely what I wanted, because for one system there will be a generic backend authentication, not user specific. Maybe what I want is not possible.
I will wait to see if anyone can dig further into this, but I will definitely give points.
Thanks

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4. I will try.
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