Vista asks for username and password while connecting internet

I have Windows Vista installed on my computer. I am having problem while connecting to the internet. It asks me for user name and password. My question is that why does it ask me so? Generally you don't require that in XP right? So why does it happen only in Vista?

Also whenever I follow the procedure as Vista directs me I get the 815 error message.

Error 815 refers to authentication error to the server. Probably you have not set up your connections properly. Just check it with the ISP.

Delete the broadband connections icon in Network Connections and it will fix your problem.