The MessageStats reports only work from the MessageStats Server, You keep getting prompted for Credentials but no accounts will let you log in. This applies to IIS 7.
Follow the steps below to alter the providers
1. Go to Start then All Programs then select Internet Information Services (IIS) Manager
2. Expand Sites in the left hand pane and then expand the Default Web Site then click on MessageStatsReport
3. In the Middle pane under IIS, Double click on the Authentication Icon.
4. Click on Windows Authentication and then click on Providers... in the right hand pane
5. Select NTLM and click the Move up Button and click OK
6. Go to Start then Run and type in IISReset and click OK and your reports should be accessible from a remote system.