Accessing files externally

Hi,

I have a windows C# application that when run within the intranet is able to
access files on the shared drive via http://server.com/folder1/file.xml we
have a new requirement to access the files and then run our windows
application externally. so when i try to access the same file
http://server.com/folder1/file.xml, it kicks me to the global sign on. I
understand that since i am accessing it externally, i need to 1st
authenticate.

Whats the best way of authenticating and then accessing the files?Another
question is will it kick me to the global authentication page if i have to
access multiple files?

Any help/sample/direction is greatly appreciated,
Stephen