Hi, This is proxy authentication that you have configured on internet explorer.
To disable this open zdesktop.conf from C:\Users\{UserName}\AppData\Local\Zimbra\Zimbra Desktop\conf
#************************************************* *******************
# ***** BEGIN LICENSE BLOCK *****
# Zimbra Collaboration Suite Server
# Copyright (C) 2010 Zimbra, Inc.
#
# The contents of this file are subject to the Zimbra Public License
# Version 1.3 ("License"); you may not use this file except in
# compliance with the License. You may obtain a copy of the License at
#
Licensing for open source server & client technology: enterprise messaging and collaboration software by Zimbra.
#
# Software distributed under the License is distributed on an "AS IS"
# basis, WITHOUT WARRANTY OF ANY KIND, either express or implied.
# ***** END LICENSE BLOCK *****
#
# Zimbra Java Wrapper Configurations
# NOTE: do not quote any paths in property values !
#************************************************* *******************
#************************************************* *******************
# Environment Variables
#************************************************* *******************
${APP_ROOT}=C:\Program Files\Zimbra\Zimbra Desktop
${DATA_ROOT}=C:\Users\EOAdmin\AppData\Local\Zimbra \Zimbra Desktop
#************************************************* *******************
# Wrapper Properties
#************************************************* *******************
working.directory=${DATA_ROOT}\log
mutex.name=80cf8a62-b953-4fcc-906c-e854a6d37275
# Use anchor file for triggering shutdown
anchor.file=${DATA_ROOT}\log\zdesktop.pid
anchor.poll.interval=2
# Log file to use for java error output
error.file=${DATA_ROOT}\log\zdesktop.err
# STDERR/STDOUT redirected output
redirect.file=${DATA_ROOT}\log\zdesktop.out
#************************************************* *******************
# Java Properties
#************************************************* *******************
java.jvm.path=${APP_ROOT}\win32\jre\bin\client\jvm .dll
java.main.class=org/mortbay/start/Main
java.wrapper.class=com/zimbra/cs/offline/wrapper/WrapperUtil
java.classpath.1=${APP_ROOT}\jetty\start.jar
java.classpath.2=${APP_ROOT}\lib\zdesktop.jar
java.arg.1=-ea
java.arg.2=-Djava.awt.headless=true
java.arg.3=-Xms32m
java.arg.4=-Xmx120m
java.arg.5=-Xss150k
java.arg.6=-XX:MinHeapFreeRatio=20
java.arg.7=-XX:MaxHeapFreeRatio=40
java.arg.8=-XX:NewRatio=4
java.arg.9=-XX:TargetSurvivorRatio=70
java.arg.10=-XX:+UseConcMarkSweepGC
java.arg.11=-DSTART=${APP_ROOT}\jetty\etc\start.config
java.arg.12=-Djava.library.path=${APP_ROOT}\lib
java.arg.13=-Djetty.home=${APP_ROOT}\jetty
java.arg.14=-Dzimbra.config=${DATA_ROOT}\conf\localconfig.xml
java.arg.15=-Dzimbra.home=${DATA_ROOT}
java.arg.16=-Djava.io.tmpdir=${DATA_ROOT}\data\tmp\java
java.arg.17
=-[COLOR="Red"]Djava.net.useSystemProxies=true to Djava.net.useSystemProxies=false[/COLOR]java.arg.18=-Dsun.net.inetaddr.ttl=10
#************************************************* *******************
# Application Properties
#************************************************* *******************
app.arg.1=${DATA_ROOT}\jetty\etc\jetty.xml