Import Data From Site Requiring Password?

import data from a website that requires a login/password (no login page, it pops up in a separate window like when trying to log onto an FTP).

I've got the login/password, and it's a simple call to the page to import it, but each time it asks me to authenticate when connecting (get the "Windows Security" popup asking me to authenticate).

Even when I select "Remember my credentials", it doesn't seem to, and so every time I end up having to manually hit enter to get by it.

Is there any way to pass the login/password information via VBA, or to get the "remember my credentials" to stick?