Incidentally, I also just created a new user (instead of using Admin) – worked the same way as before.
I also tried locally doing it from home network (previous screenshot was from my office).
All worked fine.
Linux via Chrome and Firefox (though Linux doesn’t allow an actual connection, the authentication worked OK.)
Windows 7 on a home machine using Chrome and IE – worked fine.
Windows 7 on a work PC on my corporate network using Chrome, IE, and Firefox – all worked fine.
So there’s SOMETHING in your setup that’s intercepting the authentication webpage and not displaying the webpage itself, but instead asking you to authenticate.
Are you on your home network? (In other words, is the PC you’re trying this from on the same network as the MBL?)
And, if so, is the IP address displayed above (the 192.168.2.something) the IP address of your MBL?
And if the answer to THAT is yes, then here’s a different kind of question: Why would you be using WD 2go when you’re on your own network instead of using a direct connection via WIndows Shares? (But either way, it should work fine, as a local connection via WD 2go DOES work.)
And FINALLY, make sure you have the latest Java client installed on the PC correctly.
Lots of stuff to check. :)