401.2 error only with Anonymous Access

Question

I have a web service which the home page is displayed and runs if I turn on Integrated Windows authentication. Now if I turn that off and Anonymous Access is on I can not even get to the wsdl page. I get the error

Access is denied.

Description: An error occurred while accessing the resources required to serve 
this request. The server may not be configured for access to the requested URL. 

Error message 401.2.: Unauthorized: Logon failed due to server configuration.
Verify that you have permission to view this directory or page based on the 
credentials you supplied and the authentication methods enabled on the Web server.        
Contact the Web server's administrator for additional assistance.

Version Information: Microsoft .NET Framework Version:2.0.50727.3625; ASP.NET    
Version:2.0.50727.3634

The IIS I am working with is 5.1

I gave IUSER access to the directory, full control for now.

I am out of ideas. Thank you for your help

Answer 1

The root cause of this issue had to do with the website requiring Windows Authentication but the switch for HTTP-keep alive in the IIS Manager was unchecked.