SYMTOM:
When trying to access Strategy Portlet 8.1.1 using SharePoint 2007, the following error is returned.

Cannot connect to the Strategy Intelligence Server: The remote server returned an error: (401) Unauthorized.
CAUSE:
IIS authentication method, "Anonymous access", is not enabled for taskProc.aspx (located by default under the asp folder in the Strategy Web or Web Universal installation directory.
ACTION:
Enable Anonymous access for taskProc.aspx. Following the steps below to enable anonymous access,

