It's OK to open the SharePoint site directly on a Windows 7 machine, but opening the Office document on SharePoint 2007 requires a user name and password.
Domain is joined. The XP system in the domain is normal.
The problem is primarily caused by Windows 7 and the Vista system itself
Modify the registry according to the Microsoft KB method:
After you apply the hotfix, you are having to create a registry entry. To does this, follow these steps:
Click start, type regedit in the Start Search box, and then press ENTER.
Locate and then click the following registry subkey:
HKEY_LOCAL_MACHINE\System\CurrentControlSet\Services\WebClient\Parameters
On the Edit menu, point to New, and then click multi-string Value.
Type authforwardserverlist, and then press ENTER.
On the Edit menu, click Modify.
In the Value data box, type the URL of the "the server that hosts the" Web share, and then click OK.
Note You can also type a list of URLs in the Value data box. For more information, see the "Sample URL List" section in this article.
Exit Registry Editor.
Reference article:
http://www.quantumofgeek.com/2010/02/windows-7-prompting-for-authentication-when-accessing-sharepoint-documents/
Http://support.microsoft.com/kb/943280/en-us
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Windows 7 opens an Office document on SharePoint 2007 that requires a user name and password