After you have freshly installed MOSS, you want to go check out the site collection you created.  When you type in the site of your SharePoint site, you get a login prompt all of sudden.
 
This can be really annoying to have to log on again every time you want to go to SharePoint.  There is a simple fix for this.  Open up a fresh Internet Explorer and click on Tools >> Internet Options.
 
While in Internet Options, click the Security tab.  Highlight the Local Intranet icon.  Then Click Sites.
 
For the next pop up after you click sites, choose Advanced.
 

Then enter the name of your SharePoint site.  Make sure the box for “Require server verification (https:) for all sites in this zone” is unchecked.  Click Add.

Internet Explorer 7.0 by default changed their security settings from previous IE versions.  Now that you have added your SharePoint site to the Local Intranet you will be automatically logged in with your current user name and password every time you access your SharePoint sites.  These instructions are good for any of your users that will access MOSS within your company.