WebDav and full paths bypassing authentication?

Heyas,
Why would a WebDav share allowing me to download a file, without authentication, if I type in the full path to the file?  This is in browser by the way; "Connect to server" requires authentication either way.
Example: http://dav.url.com/test will required authentication
But: http://dav.url.com/test/file.txt will let me download the file without any credentials.
Could permissions be wrong? They are the same between the directory and the file itself.  I didn't change any, but it is all that really makes sense to me at this point.  If it makes a difference, the dav share is also the root of the website directory (no websites involved - strictly a url for a dav share.)
Any ideas?

Hi Oscar,
Maybe the following links are helpful :
http://support.microsoft.com/kb/2123563
http://www.iis.net/learn/install/installing-publishing-technologies/installing-and-configuring-webdav-on-iis
Best Regads
Elton Ji
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