If your host header file is pointing to 127.0.0.1, it may be the authentication loopback check.
If that is the case, the answer is already detailed at why does windows authentication / impersonation fail on asp.net application with iis 7.5 / windows 7 /. In short, open regedit, and add a DWORD DisableLoopbackCheck = 1 to HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa.