401.2 with exe client although it works with IE

[Johni]

Hi,
I build a test web service with .net, IIS 6, asmx, no WSE, and Windows
Integrated authentication.
I had a .exe client (built with sproxy tool - unmanaged code), which
worked well.
It works also with IE with test pages.
In my exe, in the atl proxy code, I had the URL : "http://localhost/
maq2/service.asmx".
I changed this to "http://mydcmachine.mydc.com/maq2/service.asmx" and
then I get a 401.2 error.
When I use IE with the same URL "http://mydcmachine.mydc.com/maq2/
service.asmx", it works fine...
Does anybody have an idea on this problem ? Why is it working on IE
and not with my exe client ?
thanks for any idea.
J.