This is because 2013 does not use cassini web server but instead uses IIS Express. This can happen in Visual Studio 2012 as well if you enable IIS Express instead of Cassini. To fix this follow these steps:
In visual studio click on your web project and then press F4
1) Anonymous Authentication needs to be disabled
2) Windows Authentication needs to be enabled
Note: if one of these are grayed out that means that you have a override in your IIS Express Config file which is located
\My Documents\IISExpress\config\applicationhost.config
Check for
<section name="anonymousAuthentication" overrideModeDefault="Allow"/>
or
<section name="windowsAuthentication" overrideModeDefault="Allow" />
More information:
http://msdn.microsoft.com/en-us/magazine/hh288080.aspx
http://www.codegorilla.com/2012/12/how-to-enable-windows-authentication-when-using-iisexpress/