The reason its asking for a user name and password is because you have more than 1 connection to the ftp directory. If you are using firefox or IE to view the ftp directory, then you cannot when you are downloading something. If you are browsing the directory with an ftp client, make sure to set the maximum number of connections to 1.
So yeah, I'm guessing you started a download and are trying to view the directory (which would require more than 1 connection to the ftp server).