When accessing Strategy Web if a fiddler log is enabled users can notice that every request is first challenged by the web server by returning a 401 HTTP code. When the web browser requests the file again the web server this time returns the correct 200 HTTP code

The following Microsoft article explains in detail the request challenge request workflow and how to avoid the double request.
http://support.microsoft.com/kb/917557
In summary what happens is that for every file in the HTML request (CSS, javascript, images...) the web client requests the file without the correct authentication in the request and gets denied by the web server, 401 HTTP code.
The Web Client then tries to request the file again with the correct authentication in the request headers

The above behaviour might cause performance issues when accessing Strategy Web due to the repeated request.
The Microsoft article contains information on how to change the behaviour of the client browser so the correct authentication information is sent for every request so the double request issue does not happen
Third Party Software Installation WARNING
The third-party product(s) discussed in this technical note is manufactured by vendors independent of Strategy. Strategy makes no warranty, express, implied or otherwise, regarding this product, including its performance or reliability.