Vista - Vista client under squid proxy

Hi all,
I would like to know if anybody experienced any problems for Vista equipped
clients accessing a squid proxy server that requires authentication.

I have a laptop equipped with Vista Business. I have setup the proxy name
and port on my browser (as I did with my old XP equipped laptop), but when I
try to access some web page, instead of receiving the login prompt, a
connection error appears.

I have tried the same with some other browsers, but the result is the same -
only, Firefox returns me a "Cache Access Denied" error.

Notice that
i) same happens for any Vista equipped pc trying to access this proxy
ii) proxy works correctly with XP (or older) Windows clients.
iii) squid version installed on server is 2.6.STABLE9

Any suggestions? Thank you in advance.