Sounds like a proxy using NTLM authentication or Firefox not using the default domain suffix...
I've got the question up on the mozzilla support forum. I'll see what comes of it. I have done the changes mentioned here: http://www.freerepublic.com/focus/f-news/1299854/posts
and it is faster than IE on my intranet.
WooHoo! You were right! I changed to the automatic proxy config address in my IE and I am flyin' with Firefox!
Yesssssss