Its before I loging into the OWA.
I think easier to write down the process.
So I'm typing in the Outlook Web Access address into my browser.
Before I can access the site, a seperate authentication layer comes up, to type in a username and password.
When I typed that in, and the authentication is successful, then I will get into the OWA site, where I can put in my actual corporate login and password.
(I've attached a screenshot what kind of pop I get before I can login into the OWA site)