I came across a setting today which enables transparent NTLM auth in Firefox. Type about:config in the address bar, and then look for the config setting with key
network.automatic-ntlm-auth.trusted-uris.
Change the value of this config setting to be a comma/space-delimited set of hostnames for which you want to enable NTLM authentication. Restart Firefox and all should be well.
More info at
http://kb.mozillazine.org/Network.automatic-ntlm-auth.trusted-uris.