When installing WSS 3.0, MOSS 2007 or Windows Search Server 2008 I always encounter the same issue when using Host Headers. So I thought it was time to blog this. When I try to access a page which is configured with a host header I get prompt to enter my credentials 3 times. After the third time I get an empty page. This only happens when you access the page from the same machine as the installation. When accessing the page from another PC it works immediately.

Microsoft created a solution for this:
http://support.microsoft.com/kb/896861

To fix this follow these steps:

1. Click Start, click Run, type regedit, and then click OK.
2. In Registry Editor, locate and then click the following registry key:
   HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa
3. Right-click Lsa, point to New, and then click DWORD Value.
4. Type DisableLoopbackCheck, and then press ENTER.
5. Right-click DisableLoopbackCheck, and then click Modify.
6. In the Value data box, type 1, and then click OK.
7. Quit Registry Editor, and then restart your computer.

(In my case it worked without restarting the server)